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A

absolute(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Creates a shift that adds a fixed amount to the value at the specified node.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the absolute tolerance for the root finder.
absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the absoluteTolerance property.
AbstractBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
Base pricer for bond futures.
AbstractBondFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Creates an instance.
AbstractBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
Base pricer for bond futures.
AbstractBondFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Creates an instance.
AbstractDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap
Base pricer for deliverable swap futures.
AbstractDeliverableSwapFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Creates an instance.
AbstractDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap
Base pricer for deliverable swap futures.
AbstractDeliverableSwapFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Creates an instance.
AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Base pricer for Ibor futures.
AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Creates an instance.
AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Base pricer for Ibor futures.
AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Creates an instance.
AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate
An abstract rates provider implementation.
AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
Performs this operation on the given arguments.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
Performs this operation on the given argument.
accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer
Consumes the values, performing an action.
accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer
Consumes the values, performing an action.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The number of days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The year fraction between the start and end dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualDayCount - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The day count convention to be used for calculating the accrual.
accrualDayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the day count convention to be used for calculating the accrual.
accrualDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the accrualDayCount property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrual periods that combine to form the payment period.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the accrual period schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the accrued interest of the calculation target.
accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the accrued interest since the last payment.
accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the accrued interest since the last payment.
accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the accrued interest since the last payment.
accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the accrued interest of the bond with the specified date.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a point sensitivity, mutating the internal list.
add(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Adds a swaption SABR sensitivity.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a list of point sensitivities, mutating the internal list.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Merges the list of point sensitivities from another instance, mutating the internal list.
addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Adds a constructor argument used when creating function instances.
addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Adds a constructor argument for creating function instances to perform calculations.
addArguments(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Adds constructor arguments used when creating function instances.
addAttribute(SecurityAttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Adds a security attribute to the map of attributes.
addAttribute(TradeAttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Adds a trade attribute to the map of attributes.
addCurve(NodalCurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration that is the default of its type.
addDiscountCurve(NodalCurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
AddFixedCurve - Class in com.opengamma.strata.market.curve
A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for AddFixedCurve.
addForwardCurve(NodalCurveDefinition, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addForwardCurve(CurveName, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addFunction(Measure, Class<? extends CalculationFunction<T>>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of additional information.
addInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds additional information.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the additional spread added to the price.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the additionConvention property.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function, including the list index.
addMeasures(Measure...) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Adds measures to the pricing rule.
addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds the output currencies.
addParameterMetadata(CurveParameterMetadata) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of parameter metadata.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds all requirements from an instance of MarketDataRequirements to this builder.
addResult(MarketDataId<T>, Result<MarketDataBox<T>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a result for a single item of market data, replacing any existing value with the same ID.
addResultUnsafe(MarketDataId<T>, Result<MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a result for a single item of market data, replacing any existing value with the same ID.
addShift(int, Object, double) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Adds a shift for a curve node to the builder.
addShift(Object, double) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Adds a shift for a curve node to the builder.
addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Adds multiple shifts to the builder.
addShifts(Map<?, Double>) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Adds multiple shifts to the builder.
addTimeSeries(ObservableKey, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds a time-series of market data values to the builder.
addTimeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple time-series of market data values to the builder.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple time series of observable market data, replacing any existing time series with the same IDs.
addTimeSeriesResult(ObservableId, Result<LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Adds the period of this frequency to the specified date.
addValue(MarketDataKey<T>, T) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds a value to the builder.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a single item of market data, replacing any existing value with the same ID.
addValue(MarketDataId<T>, MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a single item of market data, replacing any existing value with the same ID.
addValue(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple values for an item of market data, one for each scenario.
addValue(MarketDataId<T>, ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple values for an item of market data, one for each scenario.
addValues(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple values to the builder.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple items of market data, replacing any existing values with the same IDs.
addValuesById(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple values to the builder.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the date according to the rules of the implementation.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Adjusts the base date, adding the period and applying the convention rule.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Adjusts the date according to the rules of the roll convention.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Adjusts the base value based on the criteria of this adjustment.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Adjusts the base value based on the type and the modifying value.
adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for AdjustableDate, printing the unadjusted date.
AdjustableDate - Class in com.opengamma.strata.basics.date
An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for AdjustableDate.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Returns an adjuster that changes the date.
adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment
Adjusts the payment date using the rules of the specified adjuster.
adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate
Adjusts the date using the business day adjustment.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the adjustment property.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
AED - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AED' - UAE Dirham.
AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the agreedFxRate property.
ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange
A range over the whole time-line.
allCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of primary currencies of this swap.
allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns the set of indices referred to by the FRA.
allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of indices referred to by the swap.
allIndices() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of indices referred to by the leg.
allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
AllTargetsMarketDataRules - Class in com.opengamma.strata.calc.config
A market data rule which matches all calculation targets.
AllTargetsMarketDataRules.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for AllTargetsMarketDataRules.
alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha value for the specified period with respect to the maturity date.
alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha and its derivative values for the specified period with respect to the maturity date.
alphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the alphaSensitivity property.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an ambiguous token.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the amount associated with the leg.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the known amount schedule.
amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the notional amount.
amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the amount property.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
The meta-property for the amounts property.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Returns a new function that composes this function and the specified function.
annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity from a swap leg.
annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that will choose any party from the trade.
AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any curve.
AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyCurveFilter.
AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any discount curve.
AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyDiscountCurveFilter.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any forward curve for an index.
AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyIndexForwardCurveFilter.
anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns a set of market data rules that match any target.
apply(Function<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the contents of the box and returns another box.
apply(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the contents of the box once for each scenario and returns a box containing scenario data built from the return values of the function calls.
apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an operator to each element in the array, returning a new array.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
Applies this function to the given arguments.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Applies the function.
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an addition to each element in the array, returning a new array.
applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator
Applies the function.
applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction
Performs an operation on the values.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies a multiplication to each element in the array, returning a new array.
applyPerturbation(MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Applies the perturbations in this mapping to an item of market data and returns the results.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.curve.Curve
Applies the perturbation to this curve.
applyPerturbation(Perturbation<Surface>) - Method in interface com.opengamma.strata.market.surface.Surface
Applies the perturbation to this surface.
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
Applies the shift to the value using appropriate logic for the shift type.
applyTo(MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
applyTo(T) - Method in interface com.opengamma.strata.market.Perturbation
Applies this perturbation to the specified market data, returning a new, modified instance.
AR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AR' - Argentina.
ArgChecker - Class in com.opengamma.strata.collect
Contains utility methods for checking inputs to methods.
arguments() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
The meta-property for the arguments property.
arguments() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the arguments property.
array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
The meta-property for the array property.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ARS' - Argentine Peso.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a map, throwing an exception if any key has multiple values.
asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a multimap.
attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the attributes property.
AU - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AUD' - Australian Dollar.
averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the rate averaging method, defaulted to 'Unweighted'.
averagingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the baseCurrencyAmount property.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the baseCurrencyPayment property.
BaseProvider - Interface in com.opengamma.strata.pricer
A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Column.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
beanType() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
betaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the betaSensitivity property.
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiFunction interface.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BinaryOperator interface.
bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Binds this interpolator to the specified extrapolators.
bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Binds this extrapolator to a curve.
bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Binds this interpolator to a curve where no extrapolation is permitted.
bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Binds this interpolator to a curve specifying the extrapolators to use.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiPredicate interface.
BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer of options on bond future with a lognormal model on the underlying future price.
BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Creates an instance.
BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future option.
BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Creates an instance.
BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Creates an instance.
BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange vanilla option trades with a lognormal model.
BlackFxVanillaOptionTradePricer() - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
 
BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in log-normal or Black model.
BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
Creates an instance.
BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in log-normal or Black model.
BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
Creates an instance.
BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in log-normal or Black model.
BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
Creates an instance.
BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model.
BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Creates an instance.
BlackSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldTradePricer(BlackSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Creates an instance.
BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Creates an instance.
BlackSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in log-normal or Black model on the swap rate.
BlackSwaptionPhysicalTradePricer(BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Creates an instance.
BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackVolatilityBondFutureProvider - Interface in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the lognormal or Black model.
BlackVolatilityExpLogMoneynessBondFutureProvider - Class in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the log-normal or Black model.
BlackVolatilityExpLogMoneynessBondFutureProvider.Builder - Class in com.opengamma.strata.pricer.bond
The bean-builder for BlackVolatilityExpLogMoneynessBondFutureProvider.
BlackVolatilityExpLogMoneynessBondFutureProvider.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
BlackVolatilityFlatFxProvider - Class in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilityFlatFxProvider.Builder - Class in com.opengamma.strata.pricer.fx
The bean-builder for BlackVolatilityFlatFxProvider.
BlackVolatilityFlatFxProvider.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for BlackVolatilityFlatFxProvider.
BlackVolatilityFxProvider - Interface in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilitySurfaceFxProvider - Class in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilitySurfaceFxProvider.Builder - Class in com.opengamma.strata.pricer.fx
The bean-builder for BlackVolatilitySurfaceFxProvider.
BlackVolatilitySurfaceFxProvider.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for BlackVolatilitySurfaceFxProvider.
BondFuture - Class in com.opengamma.strata.product.bond
A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuture.
BondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuture.
BondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract, based on bonds.
BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOption.
BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOption.
BondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for bond future option products with daily margin.
BondFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Creates an instance.
BondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for bond future option trades with daily margin.
BondFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Creates an instance.
BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionSecurity.
BondFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for BondFutureOptionSensitivity.
BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionTrade.
BondFutureProvider - Interface in com.opengamma.strata.pricer.bond
Data provider for for model parameters related to Bond futures and their options.
BondFutureSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureSecurity.
BondFutureTrade - Class in com.opengamma.strata.product.bond
A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureTrade.
BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureTrade.
bondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the bondGroup property.
BondGroup - Class in com.opengamma.strata.market.value
Bond group.
bondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
The meta-property for the bondGroup property.
bondMap(Map<StandardId, BondGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the bond group map.
bondMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the bondMap property.
BoundCurveExtrapolator - Interface in com.opengamma.strata.market.interpolator
A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator - Interface in com.opengamma.strata.market.interpolator
A curve interpolator that has been bound to a specific curve.
BR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BR' - Brazil.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BRL' - Brazil Dollar.
BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the Bucketed Gamma PV01 of the calculation target.
BUCKETED_PV01 - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the Bucketed PV01 of the calculation target.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Applies a bucketed shift to a single node.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Applies a bucketed shift to a single node.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
build() - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Returns a set of market data built from the data in this builder.
build() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
build() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
build() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
build() - Method in class com.opengamma.strata.calc.Column.Builder
 
build() - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Returns an instance of FunctionConfig built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
build() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Returns a function group built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Returns a pricing rule built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Returns a MarketDataConfig instance built from the data in this builder.
build(I, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Builds and returns the market data identified by the ID.
build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
 
build(MissingMappingId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction
Returns market data values for the IDs in requirements or the details of why the data couldn't be built.
build() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Returns a set of market data requirements built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Builds a set of market data from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
build(MarketDataId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
build() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Build the time-series from the builder.
build(CurveGroupId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
build(CurveInputsId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Returns an instance of CurvePointShifts built from the data in this builder.
build(DiscountCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
build(IborIndexCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
build(OvernightIndexCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
build(FxRateId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns a set of market data mappings built from the data in this builder.
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Builds the definition of the curve group from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Returns an instance of CurvePointShift built from the data in this builder.
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Builds the map.
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
build() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Completes the builder, returning the provider.
build() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
build() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
build() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
build() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Builds the security information.
build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.TradeInfoBuilder
Builds the trade information.
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.Payment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
Creates a builder that can be used to build an instance of MarketData.
builder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
builder() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
builder() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
builder() - Static method in class com.opengamma.strata.calc.CalculationRules
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
builder() - Static method in class com.opengamma.strata.calc.Column
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.Column.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
builder(Class<? extends CalculationFunction<T>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a mutable builder for building FunctionConfig.
builder() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
builder() - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Returns a mutable builder for building a default function group.
builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns a builder for building pricing rules.
builder() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a mutable builder, with the valuation date set, for building a new instance of MarketEnvironment.
builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a mutable builder, with the valuation date set, for building a new instance of MarketEnvironment.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.Results
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted constructor.
Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a mutable builder for building the definition for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveInputs
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
builder() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
builder() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
builder() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Creates a builder specifying the valuation date.
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.FeeLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.equity.Equity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
builder() - Static method in class com.opengamma.strata.product.equity.EquitySecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.equity.EquityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxReset
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.StubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted constructor.
Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
 
buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData, ScenarioDefinition) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
 
buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds a set of market data.
buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds the market data required for performing calculations for a set of scenarios.
BulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment.
BulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPayment.
BulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPayment.
BulletPaymentCalculationFunction - Class in com.opengamma.strata.function.calculation.payment
Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.
BulletPaymentCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
Creates an instance.
BulletPaymentFunctionGroups - Class in com.opengamma.strata.function.calculation.payment
Contains function groups for built-in Bullet Payment calculation functions.
BulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade.
BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPaymentTrade.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the business day adjustment to apply.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the business day adjustment to apply to the start and end dates.
businessDayAdjustment - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the business day adjustment to apply, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the business day adjustment to apply to each reset date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date
A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard business day conventions.
BuySell - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets whether the term deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets whether the FRA is buy or sell.
buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the buySell property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the CDS is buy or sell.
buySellProtection() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the buySellProtection property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets whether the CDS is buy or sell.
buySellProtection() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CAD' - Canadian Dollar.
calculate(CalculationTarget, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
calculate(T, Set<Measure>, CalculationMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Calculates values of multiple measures for the target using multiple sets of market data.
calculate(CdsTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
 
calculate(TermDepositTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
 
calculate(FraTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
 
calculate(FxNdfTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
 
calculate(FxSingleTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
 
calculate(FxSwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
 
calculate(IborFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
 
calculate(BulletPaymentTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
 
calculate(GenericSecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction
 
calculate(SecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction
 
calculate(DeliverableSwapFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
 
calculate(SwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
 
calculate(SwaptionTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
 
calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Calculates the appropriate date for the node.
calculateAdjustedSettleDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the adjusted settlement date.
calculateAdjustedStartDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the adjusted start date.
calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable end date.
calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable first regular start date.
calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable last regular end date.
calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective roll convention defining how to roll dates.
calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable start date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Calculates the effective date from the fixing date.
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Converts the fixing date-time from the fixing date.
calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
Calculates the fixing date-time from the fixing date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Calculates the maturity date from the fixing date.
calculateMonetaryValue(long, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMultipleScenarios(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultipleScenarios(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultipleScenariosAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the numeraire, used to multiply the results.
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Calculates the publication date from the fixing date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the reference date of the trade.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the settlement date from the valuation date.
calculateSingleScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for a single set of market data.
calculateSingleScenario(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for a single set of market data.
calculateSingleScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.
calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Calculates the spot date from the trade date.
calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the strike.
calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the previous CDS date.
calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the unadjusted maturity date.
calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Used in curve point calculation.
calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the unadjusted step-in date.
calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the calculation property.
calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata
A interface for looking up items of market data by ID, used when building market data.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
Primary interface for all calculation functions that calculate measures.
CalculationListener - Interface in com.opengamma.strata.calc.runner
Listener that is notified when calculations are performed by a CalculationRunner.
CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata
A source of market data provided to an engine function and used for a calculation across multiple scenarios.
CalculationResult - Class in com.opengamma.strata.calc.runner
The result of a single calculation performed by a CalculationRunner.
CalculationResult.Builder - Class in com.opengamma.strata.calc.runner
The bean-builder for CalculationResult.
CalculationResult.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for CalculationResult.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationResults property.
CalculationRules - Class in com.opengamma.strata.calc
A set of rules that define how the calculation engine should perform calculations.
CalculationRules.Builder - Class in com.opengamma.strata.calc
The bean-builder for CalculationRules.
CalculationRules.Meta - Class in com.opengamma.strata.calc
The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.calc
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when all calculations have completed.
CalculationTarget - Interface in com.opengamma.strata.basics
The target of calculation within a system.
CalculationTask - Class in com.opengamma.strata.calc.runner
A single task that will be used to perform a calculation.
CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
Component that provides the ability to run calculation tasks.
CalculationTasks - Class in com.opengamma.strata.calc.runner
The tasks that will be used to perform the calculations.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the calendar that defines holidays and business days.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the calendar property.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the holiday calendar that defines the meaning of a day when performing the addition.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the calendar property.
calibrate(CurveGroupDefinition, LocalDate, MarketData, ReferenceData, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
Calibrates a single curve group, containing one or more curves.
calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
Calibrates a list of curve groups, each containing one or more curves.
calibrate(CurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Calibrates synthetic curves from the configuration of the new curves and an existing set of market data.
calibrate(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.calibration
Provides access to the measures needed to perform curve calibration for a single type of trade.
CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration
Provides access to the measures needed to perform curve calibration.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the capFloorLeg property.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the capFloorLeg property.
CapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBond.
CapitalIndexedBondCurveDataSet - Class in com.opengamma.strata.pricer.bond
The data set for testing capital indexed bonds.
CapitalIndexedBondCurveDataSet() - Constructor for class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
 
CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondTrade.
CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for inflation bond securities.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the caplet property.
capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the periodic payments based on the successive observed values of an Ibor index.
capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the capletFloorletPeriods property in the builder from an array of objects.
capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the capletFloorletPeriods property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the capSchedule property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the capSchedule property.
CASH_FLOWS - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the cash flows of the calculation target.
CashFlow - Class in com.opengamma.strata.market.amount
A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlow.
CashFlowReport - Class in com.opengamma.strata.report.cashflow
Represents a cash flow report.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
Formatter for cash flow reports.
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
Report runner for cash flow reports.
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
Marker for a cash flow report template.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
 
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
CashFlows - Class in com.opengamma.strata.market.amount
A collection of cash flows.
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
The meta-property for the cashFlows property.
cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the future cash flow of the FRA product.
cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the future cash flow of the FRA trade.
cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the future cash flows of the swap leg.
cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the future cash flows of the swap product.
cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the future cash flows of the swap trade.
CashFlows.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlows.
CashSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
CashSettlement.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for CashSettlement.
CashSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for CashSettlement.
cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
Sets the cash settlement method.
cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
The meta-property for the cashSettlementMethod property.
CashSettlementMethod - Enum in com.opengamma.strata.product.swaption
Cash settlement method of cash settled swaptions.
category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the category property.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.product.credit
A credit default swap (CDS), including single-name and index swaps.
Cds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for Cds.
CdsCalculationFunction - Class in com.opengamma.strata.function.calculation.credit
Perform calculations on a single CdsTrade for each of a set of scenarios.
CdsCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
Creates an instance.
cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the cdsConvention property.
CdsConvention - Interface in com.opengamma.strata.product.credit.type
A market convention for credit default swap (CDS) trades.
CdsConventions - Class in com.opengamma.strata.product.credit.type
Constants for standard CDS market conventions.
CdsDatesLogic - Class in com.opengamma.strata.product.credit
Utility for producing sets of CDS dates.
CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit
Contains function groups for built-in CDS calculation functions.
CdsRecoveryRate - Class in com.opengamma.strata.market.value
The expected recovery rate for a CDS product based upon the underlying issue or index.
CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value
The meta-bean for CdsRecoveryRate.
CdsTrade - Class in com.opengamma.strata.product.credit
A trade in a credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsTrade.
CH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CH' - Switzerland.
CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Switzerland, "Non-revised Consumer Price Index".
CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiConsumer.
CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of BinaryOperator.
CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
A checked version of Consumer.
CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function
A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of UnaryOperator.
checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
Checks that this instance equals the specified instance.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Swiss Franc.
CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'CHF-European' CDS convention.
CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'CHF-ISDA' curve.
CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-LIBOR.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-TOIS Overnight index.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TOIS index for CHF.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for classpath resource locators.
cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the clean price from the conventional real yield.
cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean real price of the bond from its settlement date and dirty real price.
cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
close() - Method in interface com.opengamma.strata.calc.CalculationRunner
Closes any resources held by the component.
close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Closes any resources held by the component.
close() - Method in class com.opengamma.strata.collect.MapStream
 
closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Closes the currently open list.
CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CLP' - Chilean Peso.
Cms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor.
Cms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for Cms.
cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the cmsLeg property.
CmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product.
cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the cmsLeg property.
CmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsLeg.
CmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsLeg.
CmsPeriod - Class in com.opengamma.strata.product.cms
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsPeriod.
CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsPeriod.
cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the periodic payments based on the successive observed values of a swap index.
cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the cmsPeriods property in the builder from an array of objects.
cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the cmsPeriods property.
CmsPeriodType - Enum in com.opengamma.strata.product.cms
A CMS payment period type.
CmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS).
CmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsTrade.
CmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsTrade.
CN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CN' - China.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CNY' - Chinese Yuan.
collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream
 
collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation
Collects all the indices referred to by this observation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Collects all the indices referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the indices referred to by this leg.
collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a collector that can be used to create a time-series from a stream of points.
Column - Class in com.opengamma.strata.calc
Defines a column in a set of calculation results.
column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index.
Column.Builder - Class in com.opengamma.strata.calc
The bean-builder for Column.
Column.Meta - Class in com.opengamma.strata.calc
The meta-bean for Column.
columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index as an independent array.
columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the number of columns in the results.
columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the columnCount property.
columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of columns of this matrix.
columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the column headers.
columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnHeaders property in the builder from an array of objects.
columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnHeaders property.
columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the column headers.
columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columnHeaders property in the builder from an array of objects.
columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columnHeaders property.
columnIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the column index of the value in the results grid.
columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the columnIndex property.
columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the keys corresponding to the columns.
columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnKeys property in the builder from an array of objects.
columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnKeys property.
ColumnName - Class in com.opengamma.strata.calc
The name of a column in the grid of calculation results.
columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the report columns, which may contain information required for formatting.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns in the report.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
The meta-property for the columns property.
com.opengamma.strata.basics - package com.opengamma.strata.basics
Basic tools to work with financial markets.
com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
Representations of currency and money.
com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
Tools for working with dates.
com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
Representations of a geographic location.
com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market
Basic types for modelling the market and market data.
com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
Basic financial tools for working with values.
com.opengamma.strata.calc - package com.opengamma.strata.calc
Calculate risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config
Configuration types for the calculation engine.
com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing
Configuration types for specifying how calculations should be performed.
com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
Market data containers used by the calculation engine.
com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config
Configuration that specifies how market data values should be built by the market data functions.
com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function
Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.
com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping
Types for converting market data keys to market data IDs.
com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario
Types that define scenarios which allow perturbations to be applied to market data.
com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
Types used when running calculations.
com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function
Contains the interfaces implemented by functions that perform calculations in the calculation engine.
com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result
Types which are used as return values from calculation functions.
com.opengamma.strata.collect - package com.opengamma.strata.collect
Root package for common data structures used by Strata.
com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
Array data structures.
com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
Provides utilities for the management of input and output.
com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
Named data structures.
com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range
Range data structures.
com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
Result data structures.
com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
Time-series data structures.
com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
Tuple data structures.
com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type
Data structures for types.
com.opengamma.strata.function - package com.opengamma.strata.function
Integration functions that combine the calculation engine with the analytic pricer.
com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
Base package for calculation functions.
com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
Calculation functions for credit products.
com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit
Calculation functions for deposit products.
com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra
Calculation functions for FRA products.
com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx
Calculation functions for FX products.
com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index
Calculation functions for index products.
com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment
Calculation functions for payment products.
com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
Calculation functions for rate products.
com.opengamma.strata.function.calculation.security - package com.opengamma.strata.function.calculation.security
Calculation functions for futures products.
com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap
Calculation functions for swap products.
com.opengamma.strata.function.calculation.swaption - package com.opengamma.strata.function.calculation.swaption
Calculation functions for swaption products.
com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata
Base package for market data functions.
com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve
Market data functions used for building curves and related market data types.
com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx
Types for configuring and creating FX market data.
com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
Mappings between market data keys and IDs.
com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve
Market data filters and perturbations that apply to curves and related market data types.
com.opengamma.strata.loader - package com.opengamma.strata.loader
Tools for loading data from files.
com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
Loader that can convert files to financial instruments.
com.opengamma.strata.market - package com.opengamma.strata.market
Data structures for market data.
com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta
Curve metadata.
com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
Curve nodes.
com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb
Curve perturbations.
com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
Support for explaining results.
com.opengamma.strata.market.id - package com.opengamma.strata.market.id
Package containing IDs that identify items of market data.
com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator
Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.key - package com.opengamma.strata.market.key
Package containing keys that identify items or market data.
com.opengamma.strata.market.key.scenario - package com.opengamma.strata.market.key.scenario
Keys identifying containers of market data used to hold data for multiple scenarios.
com.opengamma.strata.market.option - package com.opengamma.strata.market.option
Entity objects for options.
com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
Entity objects for sensitivities.
com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
Definitions of surfaces.
com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta
Surface metadata.
com.opengamma.strata.market.value - package com.opengamma.strata.market.value
Package containing values of market data.
com.opengamma.strata.market.value.scenario - package com.opengamma.strata.market.value.scenario
Containers for multiple market data values.
com.opengamma.strata.market.view - package com.opengamma.strata.market.view
Package containing views of market data.
com.opengamma.strata.pricer - package com.opengamma.strata.pricer
Calculators for financial instruments.
com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
Calculators for bonds.
com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration
Provides the ability to calibrate curves.
com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor
 
com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms
 
com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
Calculators for sensitivities.
com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
Calculators for swaptions.
com.opengamma.strata.product - package com.opengamma.strata.product
Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
Entity objects describing bonds.
com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
 
com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
 
com.opengamma.strata.product.common - package com.opengamma.strata.product.common
Entity objects shared between other packages.
com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
Entity objects describing credit products.
com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
Conventions and templates to aid the construction of credit default swaps.
com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity
Entity objects describing financial instruments based on the equity share of a company.
com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.index - package com.opengamma.strata.product.index
Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
Entity objects describing a swap.
com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report - package com.opengamma.strata.report
Reporting Framework
com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
Types for reporting and formatting cashflows.
com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
Provide the ability to format calculated values.
com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
Types for reporting and formatting trades.
combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Merges multiple sets of requirements into a single set.
combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.
combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
combine(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Combines with swaption SABR sensitivities.
combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains a combined holiday calendar instance.
COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The combined rate, including weighting.
combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging INI files with the specified name.
combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging the specified INI files.
combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Combines this holiday calendar with another.
combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Combines this holiday calendar identifier with another.
combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Combines this reference data with another.
combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
Combines this property set with another.
combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another cash flow.
combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another one.
combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Combines this point sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Combines this sensitivity with another instance.
combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(SurfaceUnitParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Combines this array and the other array returning a reduced value.
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the market data in this box and another box and returns a box containing the result.
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Combines this result with another result.
compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Compares two sensitivity objects, excluding the parameter sensitivity values.
compareExcludingSensitivity(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Compares two sensitivity objects, excluding the parameter sensitivity values.
compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Compares the key of two sensitivities, excluding the point sensitivity value.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
compareKey(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Compares the key of two sensitivities, excluding the sensitivity values.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Compares this currency amount to another.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
Compares this country to another.
compareTo(StandardId) - Method in class com.opengamma.strata.basics.market.StandardId
Compares the external identifiers, sorting alphabetically by scheme followed by value.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Compares this point to another.
compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Compares the pair based on the first element followed by the second element.
compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Compares the pair based on the first element followed by the second element.
compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
Compares the pair based on the first element followed by the second element.
compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
Compares the triple based on the first element followed by the second element followed by the third element.
compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString
Compares this type to another.
compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
Compares this cash flow to another, first by date, then value.
completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
A completion stage providing asynchronous notification when the aggregate result of the calculations is available.
composedWith(MarketDataRules...) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
Combines these rules with the specified rules.
composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Combines these rules with the specified rules.
CompoundedRateType - Enum in com.opengamma.strata.market.value
A compounded rate type.
COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The method of compounding.
COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the number of compounding per year, as an Integer.
CompoundingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
The meta-property for the configs property.
ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing
A container for a function group and a set of constructor arguments used when building function instances.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns the set of measures that are configured for a calculation target.
ConstantNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on a single constant value.
ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ConstantNodalCurve.
ConstantNodalSurface - Class in com.opengamma.strata.market.surface
A surface based on a single constant value.
ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for ConstantNodalSurface.
consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Consumer interface.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if the currency pair contains the supplied currency as either its base or counter.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Checks if this multi-amount contains an amount for the specified currency.
contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period contains the specified date.
contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array contains the specified value.
contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file contains the specified section.
contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set contains the specified key.
contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains the specified date.
containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Checks if this info contains the specified curve.
containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Checks if this time-series contains a value for the specified date.
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
containsValue(ReferenceDataId<?>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData
Checks if this set of data contains a value for the specified key.
containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Checks if this reference data contains a value for the specified identifier.
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Checks if this set of data contains a value for the specified ID.
containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Checks if this set of data contains a value for the specified key.
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Checks whether this set of mappings contains a mapping from the key to a piece of market data available in the calculation environment.
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Returns true if this builder contains a value for the ID.
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the contractSize property.
convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the convention used to the adjust the date if it does not fall on a business day.
convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the convention property.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the underlying Ibor fixing deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the underlying term deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the underlying FRA convention.
convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the convention property.
convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the underlying FX Swap convention.
convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the convention property.
convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the underlying futures convention.
convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the convention property.
convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the convention property.
convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the convention property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the conversionFactors property.
convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Converts an amount in a currency to an amount in a different currency using this rate.
convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business day convention string to a BusinessDayConvention.
convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML date to a LocalDate.
convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML day count string to a DayCount.
convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
Converts this payment to an equivalent payment in the specified currency.
convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible
Returns a copy of this object with any currency amounts converted into the reporting currency.
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow
Converts this cash flow to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows
Converts this collection of cash flows to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency string to a Frequency.
convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business center string to a HolidayCalendar.
convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML tenor string to a Tenor.
convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML roll convention string to a RollConvention.
convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the convexity adjustment (to the price) of the Ibor future product.
convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the convexity from the conventional real yield using finite difference approximation.
convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the covexity from the standard yield.
convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the convexity of the fixed coupon bond product from yield.
COP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'COP' - Colombian Peso.
copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Copies this array into the specified array.
copyOf(List<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from a list of Double.
copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from an array of double.
copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance from a double[][].
count() - Method in class com.opengamma.strata.collect.MapStream
 
counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the counterCurrencyAmount property.
counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the counterCurrencyDiscountFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the counterparty property.
counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the counterparty identifier, optional.
countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
Country - Class in com.opengamma.strata.basics.location
A country or territory.
coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the coupon.
coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the coupon property.
coupon(double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the coupon used to calculate fee payments.
coupon - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The coupon used to calculate fee payments.
coupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the coupon property.
couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the coupon equivalent of a swap leg.
create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with a market data feed of MarketDataFeed.NONE.
create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with the specified market data feed.
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Creates accrual periods based on the specified schedule.
createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of adjusted dates in the schedule.
createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Invoked to create the aggregate result when the individual calculations are complete.
createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a function instance created using the specified constructor arguments.
createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a function instance created using the constructor arguments from the configuration.
createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates the product associated with this security.
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
createRateObservation(LocalDate, double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Creates the rate observation where the start index value is known.
createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Creates an instance of the scenario market data object from a box containing data of the same underlying type.
createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the schedule from the definition.
createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Creates the payment schedule based on the accrual schedule.
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Creates a trade based on this template.
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Creates a trade based on this template.
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createTrade(LocalDate, Period, int, long, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Creates a trade based on this convention.
createTrade(LocalDate, long, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, int, long, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
createTrade(TradeInfo, long, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a trade based on this security.
createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Creates a trade based on this template.
createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of unadjusted dates in the schedule.
createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the creditCurvePoints property.
cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Finds the currency pair that is a cross between this pair and the other pair.
crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
Derives an FX rate from two related FX rates.
crossRates(FxRatesArray) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Derives a set of FX rates from these rates and another set of rates.
CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
cs01BucketedHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01ParallelHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in hazard rates.
cs01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
CsvFile - Class in com.opengamma.strata.collect.io
A CSV file.
CsvOutput - Class in com.opengamma.strata.collect.io
Outputs a CSV formatted file.
CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, using the system default line separator.
CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line charactor to be controlled.
CsvRow - Class in com.opengamma.strata.collect.io
A row in a CSV file.
currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
The meta-property for the currencies property.
Currency - Class in com.opengamma.strata.basics.currency
A unit of currency.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the currency of the leg.
currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the currency of the reference.
currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder
Sets the currency that the equity is traded in.
currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
Sets the currency that the equity is traded in.
currency() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the currency that the future is traded in, defaulted from the index if not set.
currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the currency that the option is traded in.
currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the currency of the swap leg.
currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the currency of the swap leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the leg currency.
currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the currency property.
CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurrencyAmount.
CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the currency exposure of the calculation target.
CurrencyAmount - Class in com.opengamma.strata.basics.currency
An amount of a currency.
CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a currency amount.
CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
currencyConvertible(boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
Sets flag indicating whether measure values should be automatically converted to the reporting currency.
currencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
The meta-property for the currencyConvertible property.
CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function
Provides the ability for objects to be automatically currency converted.
currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Calculates the currency exposure of the bond future trade from the current price.
currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade.
currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade from the current option price.
currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade.
currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the currency exposure of the bond product.
currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade.
currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade.
currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the currency exposure of the cap/floor product.
currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the currency exposure of the Ibor cap/floor trade.
currencyExposure(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the currency exposure of the product.
currencyExposure(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the currency exposure of the trade.
currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the currency exposure of the FRA trade.
currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the currency exposure of the foreign exchange vanilla option product.
currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the currency exposure of the foreign exchange vanilla option trade.
currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the currency exposure of the FX swap product.
currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the currency exposure of the Ibor future trade.
currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the currency exposure.
currencyExposure(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the currency exposure of the deliverable swap futures trade.
currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the currency exposure of the swap leg.
currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the currency exposure of the swap product.
currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the currency exposure of the swap trade.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the currency exposure of a single payment event.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the currency exposure of a single payment period.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the currency exposure of the swaption product.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the currency exposure of the swaption.
currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the currency exposure of the swaption.
currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade.
currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade with z-spread.
currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade with z-spread.
currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the currency exposure of the bond product with z-spread.
currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade with z-spread.
currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
CurrencyPair - Class in com.opengamma.strata.basics.currency
An ordered pair of currencies, such as 'EUR/USD'.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the currency pair.
currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the currency pair for which the volatility data are presented.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the currency pair for which the volatility data are presented.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the currency pair associated with the convention.
currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the currencyPair property.
CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
A currency-convertible scenario result for a single currency, holding one amount for each scenario.
CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for CurrencyValuesArray.
CURRENT_CASH - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the current cash of the calculation target.
currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the current cash of the bond product.
currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the current of the bond trade.
currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the current of the fixed coupon bond trade.
currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the current cash of the cap/floor leg.
currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the current cash of the cap/floor product.
currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the current cash of the Ibor cap/floor trade.
currentCash(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the current cash of the leg.
currentCash(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the current cash of the product.
currentCash(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the current cash of the FRA trade.
currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the current of the foreign exchange vanilla option trade.
currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the current cash of the NDF product.
currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the current cash.
currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the current cash of the FX swap product.
currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the current cash of the swap leg.
currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the current cash of the swap product.
currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the current cash of the swap trade.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the current cash of a single payment event.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the current cash of a single payment period.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
Curve - Interface in com.opengamma.strata.market.curve
A curve that maps a double x-value to a double y-value.
curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve from an array of parameter values.
curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve from an array of parameter values.
curve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the curve property.
curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the volatility term structure.
curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the curve property.
CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurveCurrencyParameterSensitivity.
CurveCalibrator - Class in com.opengamma.strata.pricer.calibration
Curve calibrator.
curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the curveConvention property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve
Currency-based parameter sensitivity for a collection of curves.
CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveCurrencyParameterSensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against curve currency parameter sensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve
Parameter sensitivity for a single curve.
CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveCurrencyParameterSensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Token evaluator for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the curveDefinitions property.
CurveExtrapolator - Interface in com.opengamma.strata.market.interpolator
Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators - Class in com.opengamma.strata.market.interpolator
The standard set of curve extrapolators.
CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Create an instance of the finite difference calculator.
curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a mapping that sets the curve group used to look up curves.
CurveGroup - Class in com.opengamma.strata.market.curve
A group of curves.
CurveGroup.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveGroup.
CurveGroup.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroup.
CurveGroupDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a group of curves.
CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroupDefinition.
CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
A mutable builder for creating instances of CurveGroupDefinition.
CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
 
CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of curve group definitions into memory by reading from CSV resources.
CurveGroupEntry - Class in com.opengamma.strata.market.curve
A single entry in the curve group definition.
CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveGroupEntry.
CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroupEntry.
CurveGroupId - Class in com.opengamma.strata.market.id
Market data ID identifying a group of curves that are built together.
CurveGroupId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for CurveGroupId.
CurveGroupKey - Class in com.opengamma.strata.market.key
Market data key identifying a group of curves that are built together.
CurveGroupKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for CurveGroupKey.
CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a curve group.
CurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Creates a new function for building curve groups using the standard measures.
CurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Creates a new function for building curve groups.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
CurveGroupName - Class in com.opengamma.strata.market.curve
The name of a curve group.
curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
The meta-property for the curveGroupName property.
CurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a curve.
CurveInfoType<T> - Class in com.opengamma.strata.market.curve
The type of additional curve information.
CurveInputs - Class in com.opengamma.strata.market.curve
The input data used when calibrating a curve.
CurveInputs.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveInputs.
CurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveInputs.
CurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of market data used when calibrating a curve.
CurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for CurveInputsId.
CurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying the input data used when calibrating a curve.
CurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for CurveInputsKey.
CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds the input data used when calibrating a curve.
CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
CurveInterpolator - Interface in com.opengamma.strata.market.interpolator
Interface for interpolators that interpolate between points on a curve.
CurveInterpolators - Class in com.opengamma.strata.market.interpolator
The standard set of curve interpolators.
CurveKey - Interface in com.opengamma.strata.market.key
A market data key identifying a curve.
curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
Sets the metadata for the curve.
curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
The meta-property for the curveMetadata property.
CurveMetadata - Interface in com.opengamma.strata.market.curve
Metadata about a curve and curve parameters.
curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the curve name.
curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the curveName property.
CurveName - Class in com.opengamma.strata.market.curve
The name of a curve.
curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the curve name.
curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the curveName property.
curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
The meta-property for the curveName property.
CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter which matches a curve by name.
CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for CurveNameFilter.
CurveNode - Interface in com.opengamma.strata.market.curve
A node in the configuration specifying how to calibrate a curve.
CurveNodeDate - Class in com.opengamma.strata.market.curve.node
The date of the curve node.
CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for CurveNodeDate.
CurveNodeDateType - Enum in com.opengamma.strata.market.curve.node
The types of curve node date.
CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb
Perturbation which applies a parallel shift to a curve.
CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for CurveParallelShift.
CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve
Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for CurveParallelShifts.
CurveParameterMetadata - Interface in com.opengamma.strata.market.curve
Information about a parameter underlying a curve.
curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Computes the parameter sensitivity.
curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the parameter sensitivity.
CurveParameterSize - Class in com.opengamma.strata.market.curve
The curve name and number of parameters.
CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveParameterSize.
CurvePointShift - Class in com.opengamma.strata.market.curve.perturb
A perturbation that applies different shifts to specific points on a curve.
CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for CurvePointShift.
CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb
Mutable builder for building instances of CurvePointShift.
CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve
A perturbation that applies different shifts to specific points on a curve.
CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for CurvePointShifts.
CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve
Mutable builder for building instances of CurvePointShifts.
Curves - Class in com.opengamma.strata.market.curve
Helper for creating common types of curves.
CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve
Unit parameter sensitivity for a collection of curves.
CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveUnitParameterSensitivities.
CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve
Unit parameter sensitivity for a single curve.
CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveUnitParameterSensitivity.
CZ - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets market data of a specific type.
data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the cashflow data table.
data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the data property.
data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the calculation results.
data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the data property.
date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the date property.
date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the date of the schedule period boundary at which the change occurs.
date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the date property.
date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the date property.
DateAdjuster - Interface in com.opengamma.strata.basics.date
Functional interface that can adjust a date.
DateAdjusters - Class in com.opengamma.strata.basics.date
Date adjusters that perform useful operations on LocalDate.
DatedCurveParameterMetadata - Interface in com.opengamma.strata.market.curve
Curve parameter metadata that specifies a date.
dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the dates of this time-series.
DateSequence - Interface in com.opengamma.strata.basics.date
A series of dates identified by name.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the sequence of dates that the future is based on.
dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the dateSequence property.
DateSequences - Class in com.opengamma.strata.basics.date
Constants and implementations for standard date sequences.
DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day1' roll convention which adjusts the date to day-of-month 1.
DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day10' roll convention which adjusts the date to day-of-month 10.
DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day11' roll convention which adjusts the date to day-of-month 11.
DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day12' roll convention which adjusts the date to day-of-month 12.
DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day13' roll convention which adjusts the date to day-of-month 13
DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day14' roll convention which adjusts the date to day-of-month 14.
DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day15' roll convention which adjusts the date to day-of-month 15.
DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day16' roll convention which adjusts the date to day-of-month 16.
DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day17' roll convention which adjusts the date to day-of-month 17.
DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day18' roll convention which adjusts the date to day-of-month 18.
DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day19' roll convention which adjusts the date to day-of-month 19.
DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day2' roll convention which adjusts the date to day-of-month 2.
DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day20' roll convention which adjusts the date to day-of-month 20.
DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day21' roll convention which adjusts the date to day-of-month 21.
DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day22' roll convention which adjusts the date to day-of-month 22.
DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day23' roll convention which adjusts the date to day-of-month 23.
DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day24' roll convention which adjusts the date to day-of-month 24.
DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day25' roll convention which adjusts the date to day-of-month 25.
DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day26' roll convention which adjusts the date to day-of-month 26.
DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day27' roll convention which adjusts the date to day-of-month 27.
DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day28' roll convention which adjusts the date to day-of-month 28.
DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day29' roll convention which adjusts the date to day-of-month 29.
DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day3' roll convention which adjusts the date to day-of-month 3.
DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day30' roll convention which adjusts the date to day-of-month 30.
DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day4' roll convention which adjusts the date to day-of-month 4.
DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day5' roll convention which adjusts the date to day-of-month 5.
DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day6' roll convention which adjusts the date to day-of-month 6.
DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day7' roll convention which adjusts the date to day-of-month 7.
DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day8' roll convention which adjusts the date to day-of-month 8.
DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day9' roll convention which adjusts the date to day-of-month 9.
DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the DayCount.
DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayFri' roll convention which adjusts the date to be Friday.
DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayMon' roll convention which adjusts the date to be Monday.
DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySat' roll convention which adjusts the date to be Saturday.
DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySun' roll convention which adjusts the date to be Sunday.
DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayThu' roll convention which adjusts the date to be Thursday.
DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayTue' roll convention which adjusts the date to be Tuesday.
DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayWed' roll convention which adjusts the date to be Wednesday.
DayCount - Interface in com.opengamma.strata.basics.date
A convention defining how to calculate fractions of a year.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the day count.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the day count of the period.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the dayCount property.
DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
Information about the schedule necessary to calculate the day count.
DayCounts - Class in com.opengamma.strata.basics.date
Constants and implementations for standard day count conventions.
days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the number of days to be added.
days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the days property.
DaysAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for DaysAdjustment.
DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for DaysAdjustment.
daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days between two dates.
daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days in a date range.
DE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DE' - Germany.
decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the decimalPlaces property.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Default implementation
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSettlement
Default instance.
DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default absolute tolerance for the root finder.
DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default maximum number of steps for the root finder.
DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default relative tolerance for the root finder.
DefaultCalculationMarketData - Class in com.opengamma.strata.calc.marketdata
A source of market data used for a calculation across multiple scenarios.
defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
The meta-property for the defaultConfigs property.
DefaultCurveMetadata - Class in com.opengamma.strata.market.curve
Default metadata for a curve.
DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve
Builder for curve metadata.
DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Default implementation of FunctionGroup.
DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for DefaultFunctionGroup.
DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
A mutable builder for building instances of DefaultFunctionGroup.
DefaultMarketDataFactory - Class in com.opengamma.strata.calc.marketdata
Co-ordinates building of market data.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataMappings - Class in com.opengamma.strata.calc.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.calc.marketdata.mapping
The bean-builder for DefaultMarketDataMappings.
DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.calc.marketdata.mapping
The meta-bean for DefaultMarketDataMappings.
DefaultPricingRules - Class in com.opengamma.strata.calc.config.pricing
Pricing rules that combine a list of individual rules.
DefaultPricingRules.Meta - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for DefaultPricingRules.
DefaultScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result
A scenario result holding one value for each scenario.
DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for DefaultScenarioResult.
DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface
Default metadata for a surface.
DefaultSurfaceMetadata.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for DefaultSurfaceMetadata.
DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for DefaultSurfaceMetadata.
DeliverableSwapFuture - Class in com.opengamma.strata.product.swap
A deliverable swap futures contract.
DeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for DeliverableSwapFuture.
DeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for DeliverableSwapFuture.
DeliverableSwapFutureCalculationFunction - Class in com.opengamma.strata.function.calculation.swap
Perform calculations on a single DeliverableSwapFutureTrade for each of a set of scenarios.
DeliverableSwapFutureCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
Creates an instance.
DeliverableSwapFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.swap
Contains function groups for built-in Deliverable Swap Future calculation functions.
DeliverableSwapFutureSecurity - Class in com.opengamma.strata.product.swap
A security representing a deliverable swap futures security.
DeliverableSwapFutureSecurity.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for DeliverableSwapFutureSecurity.
DeliverableSwapFutureSecurity.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for DeliverableSwapFutureSecurity.
DeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap
A trade representing a futures contract based on an interest rate swap.
DeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for DeliverableSwapFutureTrade.
DeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for DeliverableSwapFutureTrade.
deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the basket of deliverable bonds.
deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the deliveryBasketIds property in the builder from an array of objects.
deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the deliveryBasketIds property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the deliveryDate property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
The meta-property for the deliveryDate property.
DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on absolute delta.
delta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the delta of the foreign exchange vanilla option product.
delta() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
The meta-property for the delta property.
deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product.
deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product based on the price of the underlying future.
deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product.
deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product based on the price of the underlying future.
DeltaStrike - Class in com.opengamma.strata.market.option
A strike based on absolute delta.
DeltaStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for DeltaStrike.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the depositPeriod property.
derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Calculates the sensitivity with respect to the rates provider.
DESCRIPTION - Static variable in class com.opengamma.strata.product.TradeAttributeType
Key used to access the description of the trade.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains a diagonal matrix from the specified array.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the number of dimensions of this array.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of dimensions of this matrix.
dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the number of dimensions of the matrix.
dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.
dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price of the bond security.
dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price of the bond security with z-spread.
dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price sensitivity of the bond security.
dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price sensitivity of the bond security with z-spread.
dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.
dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond.
dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date.
dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond with z-spread.
dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the dirty price from the conventional real yield.
dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the dirty price from the standard yield.
dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from yield.
dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond product.
dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty real price of the bond from its settlement date and clean real price.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The discount factor, typically derived from a curve.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a discount factor - 'DiscountFactor'.
discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the currencies for which the curve provides discount rates.
discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the discountCurrencies property in the builder from an array of objects.
discountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the discountCurrencies property.
discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a discount curve to the provider.
DiscountCurveId - Class in com.opengamma.strata.market.id
Market data ID identifying the discount curve for a currency.
DiscountCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for DiscountCurveId.
DiscountCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the discount curve for a currency.
DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for DiscountCurveKey.
DiscountCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
DiscountCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for DiscountCurveMapping.
DiscountCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that locates a discount factors curve.
DiscountCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the discount curves in the group, keyed by currency.
discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the discountCurves property.
discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the discountCurves property.
discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds discount curves to the provider.
discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the discountFactor property.
discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factor applicable for a currency.
discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for discount factors.
DiscountFactors - Interface in com.opengamma.strata.market.view
Provides access to discount factors for a single currency.
discountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factors for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the discount factor with z-spread.
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
DiscountFxForwardRates - Class in com.opengamma.strata.market.view
Provides access to discount factors for currencies.
DiscountFxForwardRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountFxForwardRates.
DiscountFxIndexRates - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency.
DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountFxIndexRates.
DiscountIborIndexRates - Class in com.opengamma.strata.market.view
An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountIborIndexRates.
discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups
Obtains the function group providing all built-in measures on CDS trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.deposit.TermDepositFunctionGroups
Obtains the function group providing all built-in measures on Term Deposit trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fra.FraFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxNdfFunctionGroups
Obtains the function group providing all built-in measures on FX NDF trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSingleFunctionGroups
Obtains the function group providing all built-in measures on FX trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSwapFunctionGroups
Obtains the function group providing all built-in measures on FX swap trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.index.IborFutureFunctionGroups
Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.payment.BulletPaymentFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureFunctionGroups
Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.swap.SwapFunctionGroups
Obtains the function group providing all built-in measures on Swap trades, using the standard discounting calculation method.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the method to use for discounting.
discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the method to use for discounting, optional with defaulting getter.
discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the discounting property.
DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for for bond future products.
DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Creates an instance.
DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future trades.
DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Creates an instance.
DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for capital indexed bond products.
DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Creates an instance.
DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for for capital index bond trades.
DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Creates an instance.
DiscountingDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for deliverable swap futures.
DiscountingDeliverableSwapFutureProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Creates an instance.
DiscountingDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap
Pricer implementation for deliverable swap futures.
DiscountingDeliverableSwapFutureTradePricer(DiscountingDeliverableSwapFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Creates an instance.
DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for for rate fixed coupon bond products.
DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Creates an instance.
DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for for rate fixed coupon bond trades.
DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Creates an instance.
DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) products.
DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Creates an instance.
DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) trades.
DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Creates an instance.
DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Creates an instance.
DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange transaction products.
DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Creates an instance.
DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange swap transaction products.
DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Creates an instance.
DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Creates an instance.
DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit trades by discounting.
DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Creates an instance.
DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Creates an instance.
DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future trades.
DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Creates an instance.
DiscountingPaymentPricer - Class in com.opengamma.strata.pricer
Pricer for simple payments.
DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer
Creates an instance.
DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap legs.
DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Creates an instance.
DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap products.
DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Creates an instance.
DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap trades.
DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Creates an instance.
DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Creates an instance.
DiscountOvernightIndexRates - Class in com.opengamma.strata.market.view
An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountOvernightIndexRates.
distinct() - Method in class com.opengamma.strata.collect.MapStream
 
dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value divided by the specified divisor.
dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
DK - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DK' - Denmark.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'DKK' - Danish Krone.
DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double.
DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double[].
DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Double quadratic interpolator.
DoubleArray - Class in com.opengamma.strata.collect.array
An immutable array of double values.
DoubleArrayMath - Class in com.opengamma.strata.collect
Contains utility methods for maths on double arrays.
DoubleMatrix - Class in com.opengamma.strata.collect.array
An immutable two-dimensional array of double values.
DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array
The meta-bean for DoubleMatrix.
DoublesPair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two double elements.
DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for DoublesPair.
DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function
A function of three arguments that returns a value.
duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

E

effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the effectiveDate property.
effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the effective date of the investment implied by the fixing date.
effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the effectiveDate property.
effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the effectiveDateOffset property.
effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the effectiveDateOffset property.
EG - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'EG' - Egypt.
EGP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EGP' - Egyptian Pound.
elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the elements from this triple as a list.
elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the elements from this tuple as a list.
empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an empty FX matrix.
empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an empty MultiCurrencyAmount.
empty() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Obtains an instance containing no reference data.
empty() - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing no market data.
empty() - Static method in interface com.opengamma.strata.basics.market.ReferenceData
Obtains an instance containing no reference data.
empty() - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Returns a CalculationEnvironment containing no data.
empty() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns an empty set of market data configuration.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time-series provider that returns an empty time series for any ID.
empty() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns an empty set of requirements.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns an empty set of market data mappings containing no mappers.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance specifying that no market data is required.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns an empty set of market data.
empty(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns an empty set of market data with a known valuation data.
empty() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns an empty scenario definition.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray
An empty array.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix
An empty array.
empty() - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an empty property set.
empty() - Static method in class com.opengamma.strata.collect.MapStream
Returns an empty map stream.
empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns an empty time-series.
empty() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Obtains an empty instance.
empty() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
An empty sensitivity instance.
EMPTY - Static variable in class com.opengamma.strata.product.TradeInfo
An empty instance of TradeInfo.
EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty double array.
EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty Double array.
EmptySurfaceParameterMetadata - Class in com.opengamma.strata.market.surface
Surface node metadata used when there is no applicable metadata.
EmptySurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for EmptySurfaceParameterMetadata.
encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains all dates in the specified range.
encodeScheme(String) - Static method in class com.opengamma.strata.basics.market.StandardId
Encode a string suitable for use as the scheme.
END - Static variable in class com.opengamma.strata.market.curve.node.CurveNodeDate
An instance defining the curve node date as the end date of the trade.
END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, adjusted to be a valid business day if necessary.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the end date, which is the end of the last schedule period.
endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the end date of this period, used for financial calculations such as interest accrual.
endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the scheduled date on which the credit protection will lapse.
endDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the date that the contract expires and protection ends.
endDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The date that the contract expires and protection ends.
endDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the endDate property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the end date.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the endDatePoints property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the endDatePoints property.
endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the endExclusive property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
The meta-property for the endObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
The meta-property for the endSecondObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the endSecondObservation property.
ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate
Reducer used in a stream to ensure there is no more than one matching element.
entries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the entries property.
entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing map entries.
ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The index of this entry within the parent.
ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The type of this entry.
EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'EOM' roll convention which adjusts the date to the end of the month.
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency
Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor
Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.location.Country
Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId
 
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
equals(Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
equals(Object) - Method in class com.opengamma.strata.basics.market.StandardId
Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
 
equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules
 
equals(Object) - Method in class com.opengamma.strata.calc.Column
 
equals(Object) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
equals(Object) - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
equals(Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
equals(Object) - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
equals(Object) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.Results
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile
Checks if this CSV file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow
Checks if this CSV file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Checks if this locator equals another locator.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if this element equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range equals another.
equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
 
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
 
equals(Object) - Method in class com.opengamma.strata.collect.result.Result
 
equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Checks if this point is equal to another point.
equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
 
equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString
Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
 
equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
equals(Object) - Method in class com.opengamma.strata.market.id.CurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId
 
equals(Object) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
equals(Object) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
equals(Object) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.Cms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.Cds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.FeeLeg
 
equals(Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.equity.Equity
 
equals(Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
equals(Object) - Method in class com.opengamma.strata.product.equity.EquityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.Fra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.StubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.Swap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.TradeInfo
 
equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals another within the specified tolerance.
equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals zero within the specified tolerance.
Equity - Class in com.opengamma.strata.product.equity
An equity share of a company.
Equity.Builder - Class in com.opengamma.strata.product.equity
The bean-builder for Equity.
Equity.Meta - Class in com.opengamma.strata.product.equity
The meta-bean for Equity.
EquitySecurity - Class in com.opengamma.strata.product.equity
A security representing an equity share of a company.
EquitySecurity.Builder - Class in com.opengamma.strata.product.equity
The bean-builder for EquitySecurity.
EquitySecurity.Meta - Class in com.opengamma.strata.product.equity
The meta-bean for EquitySecurity.
EquityTrade - Class in com.opengamma.strata.product.equity
A trade representing the purchase or sale of an equity.
EquityTrade.Builder - Class in com.opengamma.strata.product.equity
The bean-builder for EquityTrade.
EquityTrade.Meta - Class in com.opengamma.strata.product.equity
The meta-bean for EquityTrade.
ES - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'ES' - Spain.
EU - Static variable in class com.opengamma.strata.basics.location.Country
The region of 'EU' - Europe (special status in ISO-3166).
EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EU-EXT-CPI Price index.
EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
EUR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Euro.
EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit' term deposit convention with T+2 settlement date.
EUR_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T' term deposit convention with T+0 settlement date, used mainly for O/N deposits.
EUR_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T' term deposit convention with T+1 settlement date, used mainly for T/N deposits
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-EONIA Overnight index.
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The EONIA index for EUR.
EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-EURIBOR.
EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 10 years.
EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 12 years.
EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 15 years.
EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 1 year.
EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 20 years.
EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 25 years.
EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 2 years.
EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 30 years.
EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 3 years.
EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 4 years.
EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 5 years.
EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 6 years.
EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 7 years.
EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 8 years.
EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 9 years.
EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 10 years.
EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 12 years.
EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 15 years.
EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 1 year.
EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 20 years.
EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 25 years.
EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 2 years.
EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 30 years.
EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 3 years.
EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 4 years.
EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 5 years.
EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 6 years.
EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 7 years.
EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 8 years.
EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 9 years.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month EURIBOR index.
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week EURIBOR index.
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month EURIBOR index.
EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month EURIBOR index.
EUR_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'EUR-European' CDS convention.
EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.
EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'EUR-ISDA' curve.
EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-LIBOR.
EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for EUR.
EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for EUR.
EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for EUR.
EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for EUR.
EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for EUR.
EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for EUR.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/USD" FX Swap convention.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/USD convention with 2 days spot date.
EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.
evaluate(Bean, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
evaluate(CurrencyAmount, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivities, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivity, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
evaluate(Iterable<?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
evaluate(Map<?, ?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
evaluate(T, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Evaluates a token against a given object.
evaluate(Trade, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Evaluates a value path against a set of results, returning the resolved result for each trade.
EvaluationResult - Class in com.opengamma.strata.report.framework.expression
The result of a TokenEvaluator evaluating an expression against an object.
eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency
Calculates the number of events that occur in a year.
eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency
Estimates the number of events that occur in a year.
exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency
Exactly divides this frequency by another.
EXCEPTION - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Extrapolator that throws an exception if extrapolation is attempted.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the exCouponPeriod property.
execute(CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Executes the task, performing calculations for the target using multiple sets of market data.
expiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the expiry property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryDate property.
expiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the expiryDateTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryZone property.
EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing a break-down of the present value calculation on the target.
ExplainKey<T> - Class in com.opengamma.strata.market.explain
A key for the map of explanatory values.
ExplainMap - Class in com.opengamma.strata.market.explain
A map of explanatory values.
ExplainMap.Meta - Class in com.opengamma.strata.market.explain
The meta-bean for ExplainMap.
ExplainMapBuilder - Class in com.opengamma.strata.market.explain
A builder for the map of explanatory values.
explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Explains the present value of the FRA product.
explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Explains the present value of the swap product.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Explains the present value of a single payment event.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Explains the present value of a single payment period.
explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Explains the calculation of the applicable rate.
explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the explanation as a string.
EXPONENTIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Exponential extrapolator.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount
Gets the extended enum helper.
extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.calc.config.Measure
Gets the extended enum helper.
ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
Manager for extended enums controlled by code or configuration.
extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the extended enum helper.
ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named
Maps names used by external systems to the standard name used here.
externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the set of groups that have external names defined.
externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Returns the complete map of external name to standard name.
externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the mapping of external names to standard names for a group.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the left, defaulted to 'Flat".
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the left of the leftmost point on the curve.
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the right, defaulted to 'Flat".
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorRight property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the right of the rightmost point on the curve.
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result
Description of a failed result.
failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result specifying the failure reason.
failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason.
failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason and message.
failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
Returns a failed result from another failed result.
failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result containing a failure.
failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the failure property.
failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates a result for an unsuccessful evaluation of an expression.
Failure.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for Failure.
FailureException - Exception in com.opengamma.strata.collect.result
An exception thrown when a failure Result is encountered and the failure can't be handled.
FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
Returns an exception wrapping a failure that couldn't be handled.
FailureItem - Class in com.opengamma.strata.collect.result
Details of a single failed item in a failure.
FailureItem.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for FailureItem.
FailureReason - Enum in com.opengamma.strata.collect.result
Represents the reason why failure occurred.
farForwardPointsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the key identifying the market data value which provides the FX forward points.
farForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the farForwardPointsKey property.
farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the farLeg property.
FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping
Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.
feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the fee leg.
feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the feeLeg property.
FeeLeg - Class in com.opengamma.strata.product.credit
The fee leg of a credit default swap (CDS).
FeeLeg.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for FeeLeg.
FeeLeg.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for FeeLeg.
FI - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FI' - Finland.
field(int) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the specified field.
fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the number of fields.
FieldName - Class in com.opengamma.strata.basics.market
The name of a field in a market data record.
fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the fieldName property.
fields() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets all fields in the row.
FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for file resource locators.
filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the zero.
filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the same value.
filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the zero.
filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the same value.
filter(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a new market environment built from the data in this environment but only including data specified in the requirements.
filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the filter property.
filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each key and value.
filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Create a new time-series by filtering this one.
filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each key.
filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each value.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the finalExchange property.
finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the finalStub property.
FinanceTrade - Interface in com.opengamma.strata.product
A trade with additional structured information.
find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns an item of configuration that is the default of its type.
find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Finds an instance by name.
findAny() - Method in class com.opengamma.strata.collect.MapStream
 
findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds an attribute by name, or empty if not found.
findAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
Finds the attribute associated with the specified type.
findAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
Finds the attribute associated with the specified type.
findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.
findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Finds the curve with the specified name.
findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Finds the definition for the curve with the specified name.
findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
Finds the discount curve for the currency if there is one in the group.
findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Finds the entry for the curve with the specified name.
findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header.
findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header pattern.
findFirst() - Method in class com.opengamma.strata.collect.MapStream
 
findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
Finds the forward curve for the index if there is one in the group.
findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Attempts to locate a rate index by reference name.
findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Finds curve information of a specific type.
findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the notional on the specified date.
findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the payment period applicable for the specified accrual date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Finds the period that contains the specified date.
findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Finds a single sensitivity instance by name and currency.
findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Finds a single sensitivity instance by name.
findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Finds a single sensitivity instance by name and currency.
findSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Finds a single sensitivity instance by name.
findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
findValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
Returns a value for the specified ID if available.
findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Finds the reference data value associated with the specified identifier.
findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Returns a box containing values for the specified ID if available.
findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Returns a box containing values for the specified ID if available.
findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
findValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
findValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a market data box containing values for the specified ID if available.
findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the first property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the first derivative of the curve.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the first derivative of the y-value for the specified x-value.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstNoticeDate property.
firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the first rate of the first regular reset period, optional.
firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the firstRegularStartDate property.
FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixed rate, as defined in the contract.
FixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond.
FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBond.
FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBond.
FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a fixed coupon bond.
FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondSecurity.
FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondSecurity.
FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondTrade.
FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for a bond security.
fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the fixedCurve property.
FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Ibor swap conventions.
FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedIborSwapTemplate.
fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the fixedLeg property.
FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Overnight interest rate swap.
FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedOvernightSwapCurveNode.
FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedOvernightSwapCurveNode.
FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedOvernightSwapTemplate.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the fixed interest rate to be paid.
fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the fixed rate for the fixing date, optional.
fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the fixed rate to use in the stub.
fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateCalculation.
FixedRateObservation - Class in com.opengamma.strata.product.rate
Defines a known fixed rate of interest.
FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for FixedRateObservation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedRateSwapLegConvention.
FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixing date.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the fixingCalendar property.
fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the fixing date.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the offset of the FX reset fixing date from each adjusted accrual date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingDateOffset property.
fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
The meta-property for the fixingMonth property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingRelativeTo property.
FixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the base date that each fixing is made relative to, optional with defaulting getter.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingRelativeTo property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
The meta-property for the fixings property.
FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of historical fixing series into memory from CSV resources.
fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixing time.
fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingTime property.
fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the fixing time.
fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingTime property.
fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixing time-zone.
fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingZone property.
fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the time-zone of the fixing time.
fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingZone property.
FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Flat extrapolator.
flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the flatFloatingLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that returns another result.
flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream
 
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the floatingRate property.
floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the floatingRate property.
FloatingRateName - Class in com.opengamma.strata.basics.index
A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateName.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for FloatingRateName.
FloatingRateNames - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Floating rate names.
FloatingRateType - Enum in com.opengamma.strata.basics.index
The type of a floating rate index.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the floorlet property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the floorSchedule property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the floorSchedule property.
FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Following' convention which adjusts to the next business day.
forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
Applies an action to each value in the array.
forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Applies an action to each value in the matrix.
forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
Performs an action for each entry in the stream, passing the key and value to the action.
forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an action to each pair in the time series.
forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The forecast value.
forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the forecastValue property.
forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value of the FRA product.
forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value of the FRA trade.
forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value of the swap leg.
forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value of the swap product.
forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value of the swap trade.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the forecast value of a single payment event.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the forecast value of a single payment period.
forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value sensitivity of the FRA product.
forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value sensitivity of the FRA trade.
forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value sensitivity of the swap leg.
forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value sensitivity of the swap product.
forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value sensitivity of the swap trade.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the forecast value sensitivity of a single payment event.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the forecast value sensitivity of a single payment period.
format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting a single argument.
format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting arguments.
FormatCategory - Enum in com.opengamma.strata.report.framework.format
Defines categories of data types.
formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a piece of data for display.
formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for use in a CSV file.
formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for display.
FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
Contains formatting settings for a specific type.
FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
The meta-bean for FormatSettings.
FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
Provides and caches format settings across types.
FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Creates an instance.
formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the formatter property.
formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a value into a string.
forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the forward property.
FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the forward FX rate of the calculation target.
FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a forward rate - 'ForwardRate'.
forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the forward curves in the group, keyed by index.
forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the forwardCurves property.
forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the forward exchange rate.
forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the forward exchange rate.
forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the forward exchange rate point sensitivity.
forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the sensitivity of the forward exchange rate to the spot rate.
ForwardPriceIndexValues - Class in com.opengamma.strata.market.view
Provides values for a Price index from a forward curve.
ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ForwardPriceIndexValues.
FpmlDocument - Class in com.opengamma.strata.loader.fpml
Provides data about the whole FpML document and parse helper methods.
FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
Creates an instance, based on the specified element.
FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
Loader of trade data in FpML format.
FpmlParseException - Exception in com.opengamma.strata.loader.fpml
Exception thrown when parsing FpML.
FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
Creates an instance based on a message.
FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml
Pluggable FpML trade parser.
FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml
Finds the party representing "us" in FpML.
FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml
Pluggable FpML trade information parser.
FR - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FR' - France.
FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for FR-EXT-CPI Price index.
FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
Fra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA).
Fra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for Fra.
FRA_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
The measure for ResolvedFraTrade using par rate discounting.
FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedFraTrade using par spread discounting.
FraCalculationFunction - Class in com.opengamma.strata.function.calculation.fra
Perform calculations on a single FraTrade for each of a set of scenarios.
FraCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
Creates an instance.
FraConvention - Interface in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the fraction property.
FraCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Forward Rate Agreement (FRA).
FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FraCurveNode.
FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FraCurveNode.
FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
A convention defining how to discount Forward Rate Agreements (FRAs).
FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra
Contains function groups for built-in FRA calculation functions.
FraTemplate - Class in com.opengamma.strata.product.fra.type
A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for FraTrade.
Frequency - Class in com.opengamma.strata.basics.schedule
A periodic frequency used by financial products that have a specific event every so often.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the regular periodic frequency to use.
frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periodic frequency used when building the schedule.
frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the frequency property.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Friday/Saturday weekends.
FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Function interface.
functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionArguments property.
FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
Configuration of a function that performs a calculation.
functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionConfig property.
functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
Returns configuration for a function to calculate the value of a measure for a target.
FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
The meta-bean for FunctionConfig.
FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
Mutable builder for building instances of FunctionConfig.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing
A function group provides configuration for functions that perform calculations.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the functionGroup property.
functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Sets the function group that performs the calculations matching the rule.
functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns a function group specifying how a measure should be calculated for the target.
FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing
The name of a function group.
FunctionRequirements - Class in com.opengamma.strata.calc.marketdata
Specifies the market data required for a function to perform a calculation.
FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata
The bean-builder for FunctionRequirements.
FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for FunctionRequirements.
functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
The meta-property for the functionType property.
FunctionUtils - Class in com.opengamma.strata.calc.runner.function
Static utility methods useful when writing calculation functions.
futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futureExpiryDate property.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common
The style of premium for an option on a futures contract.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor for the specified period at the future reference date.
futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futureSecurityId property.
futureSecurityId(SecurityId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the ID of the underlying future.
futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the futureSecurityId property.
fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the first array to the matching index in the second array within a tolerance.
fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the array to zero within a tolerance.
FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedFxSwapTrade using par spread discounting.
FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
fxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the fxForwardRates property.
FxForwardRates - Interface in com.opengamma.strata.market.view
Provides access to rates for a currency pair.
fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the forward FX rates for a currency pair.
FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a forward rate of an FX rate for a currency pair.
FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxForwardSensitivity.
FxIndex - Interface in com.opengamma.strata.basics.index
An index of foreign exchange rates.
FxIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of an FX index.
FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for FxIndexObservation.
FxIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an FX index.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an FX index.
FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a forward rate of an FX rate for an FX index.
FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxIndexSensitivity.
FxIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard foreign exchange indices.
FxMatrix - Class in com.opengamma.strata.basics.currency
A matrix of foreign exchange rates.
FxMatrix.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxMatrix.
FxMatrixBuilder - Class in com.opengamma.strata.basics.currency
A mutable builder class for FxMatrix.
FxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF).
FxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdf.
FxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdf.
FxNdfCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxNdfTrade for each of a set of scenarios.
FxNdfCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
Creates an instance.
FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.
FxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF).
FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdfTrade.
FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdfTrade.
FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a FX option model.
FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxOptionSensitivity.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the FX rate for the specified currency pair.
FxRate - Class in com.opengamma.strata.basics.currency
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns the FX rate for the specified currency pair and scenario index.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
 
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
FxRate.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRate.
FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx
Configuration defining how to create FxRate instances from observable market data.
FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx
The bean-builder for FxRateConfig.
FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx
The meta-bean for FxRateConfig.
FxRateId - Class in com.opengamma.strata.basics.market
Identifies the market data for an FX rate.
FxRateId.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateId.
FxRateKey - Class in com.opengamma.strata.basics.market
Market data key identifying an FX rate.
FxRateKey.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateKey.
FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx
Function which builds FxRate instances from observable market data.
FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
FxRateProvider - Interface in com.opengamma.strata.basics.currency
A provider of FX rates.
fxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the fxRateProvider property.
fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the fxRateProvider property.
fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Sets the FX rate provider.
FxRatesArray - Class in com.opengamma.strata.basics.currency
A set of FX rates between two currencies containing rates for multiple scenarios.
FxRatesArray.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRatesArray.
FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of FX rates into memory from CSV resources.
FxReset - Class in com.opengamma.strata.product.swap
An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the fxReset property.
FxReset.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxReset.
FxReset.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetNotionalExchange.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetNotionalExchange.
FxSingle - Class in com.opengamma.strata.product.fx
A single foreign exchange, such as an FX forward or FX spot.
FxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingle.
FxSingleCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxSingleTrade for each of a set of scenarios.
FxSingleCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
Creates an instance.
FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX calculation functions.
FxSingleTrade - Class in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward or FX spot.
FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSingleTrade.
FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingleTrade.
FxSwap - Class in com.opengamma.strata.product.fx
An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwap.
FxSwapCalculationFunction - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxSwapTrade for each of a set of scenarios.
FxSwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
Creates an instance.
FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
A market convention for FX Swap trades.
FxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an FX Swap.
FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FxSwapCurveNode.
FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FxSwapCurveNode.
FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX swap calculation functions.
FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
A template for creating an FX swap trade.
FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for FxSwapTemplate.
FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for FxSwapTemplate.
FxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwapTrade.
FxVanillaOption - Class in com.opengamma.strata.product.fx
A vanilla FX option.
FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxVanillaOption.
FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx
A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxVanillaOptionTrade.
FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a surface node with a specific time to expiry and strike.
FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

G

gamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the gamma of the foreign exchange vanilla option product.
gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product.
gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product based on the price of the underlying future.
GB - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GB' - United Kingdom.
GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GB-RPI Price index.
GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'GBP' - British pound.
GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-Deposit' term deposit convention with T+0 settlement date.
GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/EUR" FX Swap convention.
GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/EUR convention with 2 days spot date.
GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'GBP-European' CDS convention.
GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'GBP-ISDA' curve.
GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GBP-LIBOR.
GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 10 years.
GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 12 years.
GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 15 years.
GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 1 year.
GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 20 years.
GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 25 years.
GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 2 years.
GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 30 years.
GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 3 years.
GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 4 years.
GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 5 years.
GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 6 years.
GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 7 years.
GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 8 years.
GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 9 years.
GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for GBP.
GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for GBP.
GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for GBP.
GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for GBP.
GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for GBP.
GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GBP-SONIA Overnight index.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SONIA index for GBP.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/USD" FX Swap convention.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/USD convention with 2 days spot date.
GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The gearing, that the rate is multiplied by.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the gearing multiplier, defaulted to 1.
gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the gearing property.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
 
generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
Generates a rates provider from a set of parameters.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
Generates a rates provider from a set of parameters and calibration information.
GenericSecurity - Class in com.opengamma.strata.product
A generic security, defined in terms of the value of each tick.
GenericSecurity.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurity.
GenericSecurityCalculationFunction - Class in com.opengamma.strata.function.calculation.security
Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.
GenericSecurityCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction
Creates an instance.
GenericSecurityFunctionGroups - Class in com.opengamma.strata.function.calculation.security
Contains function groups for built-in generic security calculation functions.
GenericSecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for GenericSecurityTrade.
GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurityTrade.
GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
get(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
get(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
get(String) - Method in class com.opengamma.strata.calc.Column.Builder
 
get(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns an item of configuration that is the default of its type.
get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a MultiCurrencyAmount at the specified index.
get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns the value at the specified index.
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
get(int, int) - Method in class com.opengamma.strata.calc.runner.Results
Returns the results for a target and column for a set of scenarios.
get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the value at the specified index in this array.
get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the value at the specified row and column in this matrix.
get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
Gets a result.
get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets the value associated with the specified date.
get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Gets the value associated with the specified date.
get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets a value by key.
get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
get(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the absolute tolerance for the root finder.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the day count convention to be used for calculating the accrual.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the accrual period schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the accrual schedule.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the additional spread added to the price.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the addition convention to apply.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the addition convention to apply.
getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the business day adjustment that is to be applied to the unadjusted date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the alpha sensitivity.
getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount of the currency.
getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the CurrencyAmount for the specified currency.
getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the known amount schedule.
getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the notional amount.
getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of currency amounts.
getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
Gets the leg amounts.
getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns the constructor arguments used when creating function instances.
getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets an attribute by name, throwing an exception if not found.
getAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
Gets the attribute associated with the specified type.
getAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
Gets the attribute associated with the specified type.
getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the attributes.
getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security attributes.
getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade attributes.
getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
Obtains the set of available countries.
getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains the set of configured currencies.
getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains the set of configured currency pairs.
getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the rate averaging method, defaulted to 'Unweighted'.
getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the base currency of the pair.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the discount factors for the base currency of the currency pair.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the beta sensitivity.
getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the bond group.
getBondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the bond group.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the business day adjustment to apply.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the business day adjustment.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the business day adjustment to apply to the reference date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the business day adjustment to apply, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the business day adjustment to apply to each reset date.
getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the applicable business day convention for any underlying instruments.
getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
Gets whether the FRA is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the CDS is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets whether the CDS is buy or sell.
getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the byte source to access the resource.
getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the interest rate accrual calculation.
getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the interest rate accrual calculation.
getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the calculation results.
getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the calendar that defines holidays and business days.
getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that defines the meaning of a day when performing the addition.
getCalibrator() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Gets the curve calibrator.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the Ibor cap/floor leg of the product.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the Ibor cap/floor leg of the product.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional caplet strike.
getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the periodic payments based on the successive observed values of an Ibor index.
getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the cap schedule, optional.
getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the cap schedule, optional.
getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flow by index.
getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flows.
getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Gets the cash settlement method.
getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the category of this type.
getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the underlying convention.
getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Gets a set of CDS dates fixed periods from an initial CDS date.
getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Gets a complete set of CDS dates from some starting CDS date.
getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource using UTF-8.
getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource specifying the character set.
getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets a child element by index.
getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child element with the specified name, throwing an exception if not found or more than one.
getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements.
getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the CMS leg of the product.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the CMS leg of the product.
getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the periodic payments based on the successive observed values of a swap index.
getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the type of the CMS period.
getCode() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the three letter ISO code.
getCode() - Method in class com.opengamma.strata.basics.location.Country
Gets the two letter ISO code.
getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results
Gets the number of columns in the results.
getColumnCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of columns in the report table.
getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the column headers.
getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
Gets the report column headers.
getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the column headers.
getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the column index of the value in the results grid.
getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the keys corresponding to the columns.
getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the columns that will be calculated.
getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the columns contained in the results.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the report columns, which may contain information required for formatting.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Gets the columns in the report.
getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Gets the type of the data in each report column.
getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element content.
getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each contract.
getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the convention used to the adjust the date if it does not fall on a business day.
getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the convention of the swap for which the data is valid.
getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the convention of the swap for which the data is valid.
getConvention() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the convention of the swap for which the data is valid.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the underlying FX Swap convention.
getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the underlying futures convention.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the market convention of the swap.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the conversion factor for each bond in the basket.
getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the counter currency of the pair.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the discount factors for the counter currency of the currency pair.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
Gets the counterparty identifier, optional.
getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the coupon.
getCoupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the coupon used to calculate fee payments.
getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the tenor at each curve node.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Returns the set of currencies held within this matrix.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of stored currencies.
getCurrencies() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the set of currencies for which this object contains values.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the currency of the payment.
getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the currency of the Ibor index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the currency of the Overnight index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the currency of the Ibor index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
Gets the currency if the type is 'Specific'.
getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Gets the currency of the values.
getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
Gets the currency matched by this filter.
getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the currency of the discount factor curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId
Returns the currency of the curve.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
Gets the currency of the discount curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the currency of the point sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the currency of the reference.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the currency of the CDS.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the currency that the yield curve can be used to discount.
getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the primary currency.
getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.equity.Equity
Gets the currency that the equity is traded in.
getCurrency() - Method in class com.opengamma.strata.product.equity.EquitySecurity
Gets the currency that the equity is traded in.
getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the currency of the trade.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the currency that the future is traded in, defaulted from the index if not set.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the currency that the option is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the currency of the Ibor index.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the currency that the security is traded in.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Gets the currency of the trade.
getCurrency() - Method in interface com.opengamma.strata.product.Security
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the primary currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the leg currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the currency of the swaption.
getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the currency of the swaption.
getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the currency pair of the index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the currency pair of the FX index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency pair for which the sensitivity is computed.
getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the currency pair for which the sensitivity is presented.
getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the currency pair that describes the node.
getCurrencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the currency pair that the rates are for.
getCurrencyPair() - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the currency pair for which the volatility data are presented.
getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Gets the currency pair of the provider.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the currency pair for which the volatility data are presented.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the currency pair of the template.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the currency pair associated with the convention.
getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the currency pair of the template.
getCurve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Gets the underlying forward curve.
getCurve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the volatility term structure.
getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the underlying convention.
getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of curves.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets definitions which specify how the curves are calibrated.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
Gets the name of the curve group from which curves should be taken.
getCurveGroupName() - Method in interface com.opengamma.strata.market.id.CurveId
Returns the name of the curve group to which the curve belongs.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
Gets the name of the curve group containing the curve.
getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs
Gets the metadata for the curve.
getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Provide curve meta data to capture tenor and anchor point date information
getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Provides curve meta data to capture tenor and anchor point date information.
getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
Gets the name of the curve matched by this filter.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the curve name.
getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the name of the curve.
getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
Gets the name of the curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
getCurveName() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
getCurveName() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the cashflow data table.
getData() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the calculation results.
getDate() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the date that the payment is made.
getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the date of the schedule period boundary at which the change occurs.
getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the date.
getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Gets the node date if the type is 'Fixed'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the date that the payment is made.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the sequence of dates that the future is based on.
getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the day count, optional.
getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the day count convention of the surface expiry dimension.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the day count of the period.
getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the number of days to be added.
getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the number of decimal places to round to.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
Gets the invalid schedule definition.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the basket of deliverable bonds.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the basket of deliverable bonds.
getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the basket of deliverable bonds.
getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the delivery date.
getDeliveryDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the delivery date.
getDelta() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Gets the delta of the different data points.
getDelta() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets delta values.
getDeltaFull() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Computes full delta for all strikes including put delta absolute value.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the period between the start date and the end date.
getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivative of the variable with respect to an input.
getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivatives of the variable with respect to some inputs.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the detachment date.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the detachment date.
getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the currencies for which the curve provides discount rates.
getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the discount curves in the group, keyed by currency.
getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the discount curves, defaulted to an empty map.
getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the discount factor.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the method to use for discounting, providing a default result if no override specified.
getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Returns the pricer used to price the underlying FX product.
getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the earliest date contained in this time-series.
getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the earliest date contained in this time-series.
getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the effective date of the investment implied by the fixing date.
getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the effective date of the investment implied by the fixing date.
getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, which is the end of the last schedule period.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the end date of this period, used for financial calculations such as interest accrual.
getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the scheduled date on which the credit protection will lapse.
getEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the date that the contract expires and protection ends.
getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual end date of the swap.
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual end date of the leg.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the end date at each curve node.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the end date at each curve node.
getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, exclusive.
getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, inclusive.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the observation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Gets the observation for interpolation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the observation for interpolation at the end.
getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the configuration for building the curves in the group.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets ex-coupon period.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the expiry date/time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the expiry date/time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the expiry date/time of the option.
getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date-time.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date of the option.
getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the expiry zoned date time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the time-zone of the expiry time.
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
Returns the details of the failure.
getFailure() - Method in class com.opengamma.strata.collect.result.Result
Returns the failure instance indicating the reason why the calculation failed.
getFarForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the key identifying the market data value which provides the FX forward points.
getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the later date.
getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds
Gets the fee leg.
getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header.
getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header pattern.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the field name in the market data record that contains the market data item, for example market value.
getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the field name in the market data record that contains the data.
getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the field name in the market data record that is required.
getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the field name in the market data record that is required.
getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the final stub if it exists.
getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in final stub, optional.
getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the first element in this pair.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first delivery date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first notice date.
getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the first schedule period.
getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the first rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the fixed curve.
getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the fixed leg day count convention for underlying swap instrument points on the curve.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the resolved calendar that the index uses.
getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future last trading or fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date of the index.
getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the fixing date.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date-time of the index.
getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the fixing month.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the monthly time-series of fixings.
getFixings() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the time-series of fixings for the index.
getFixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets the list of fixings.
getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the fixing time.
getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the fixing time.
getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the fixing time of the index.
getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the fixing time-zone.
getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the time-zone of the fixing time.
getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the time-zone of the fixing time.
getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the floating rate of interest.
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional floorlet strike.
getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the floor schedule, optional.
getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the floor schedule, optional.
getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the forecast value of the cash flow.
getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the formatter to use to convert this type into a string.
getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the underlying forward rate.
getForward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the forward rate.
getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the underlying swap forward rate.
getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the forward curves in the group, keyed by index.
getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the FpML root element.
getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the fraction of the smallest decimal place to round to.
getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the periodic frequency of the schedule period.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the regular periodic frequency to use.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the periodic frequency used when building the schedule.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the frequency of the bond payments.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the frequency of the bond payments.
getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the arguments used when creating functions.
getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the functions in the group, keyed by the measure they calculate.
getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns the function group.
getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the expiry date of the underlying future.
getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Returns the index on which the underlying future is based.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the underlying future price.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future price.
getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the index on which the underlying future fixes.
getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Returns the ID on which the underlying future is based.
getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the ID of the underlying future.
getFxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the underlying FX forward rates.
getFxForwardRates() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the underlying FX forward rates.
getFxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the provider of FX rates.
getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the FX reset definition, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the gearing multiplier, defaulted to 1.
getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the column header.
getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the applicable holiday calendar for any instruments.
getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of holiday dates.
getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the rate to be observed.
getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor rate observation.
getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the identifier for the calendar.
getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the identifier, such as 'GBLO'.
getId() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security identifier.
getId() - Method in class com.opengamma.strata.product.TradeInfo
Gets the primary identifier for the trade, optional.
getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the identifier, which is the label.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the identifier, which is the year-month.
getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
Returns 'Empty'.
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
 
getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
getIdForKey(IborIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
getIdForKey(OvernightIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
getIdForKey(PriceIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
getIdForKey(SwaptionVolatilitiesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Gets the market data ID for an item of observable market data given its key.
getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation
Gets the index to be observed.
getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
Gets the curve index.
getIndex() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the index of the curve.
getIndex() - Method in interface com.opengamma.strata.market.id.IndexCurveId
Returns the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the index.
getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
Gets the Ibor index of the volatilities that are required.
getIndex() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the index of the market data that is required.
getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
Gets the Ibor index of the volatilities that are required.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the FX index that the sensitivity refers to.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the index on which the underlying future fixes.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the Ibor index that the sensitivity refers to.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the Ibor index that the sensitivity refers to.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the Overnight index that the sensitivity refers to.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the index that the values are for.
getIndex() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the FX index.
getIndex() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Gets the Ibor index for which the data is valid.
getIndex() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the Ibor index of the underlying future.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the Ibor index of the leg.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the swap index of the leg.
getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.Fra
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor index that the future is based on.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the Ibor index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the index of the underlying swap.
getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the index of the underlying swap.
getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index series version identifier.
getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the forward curves, defaulted to an empty map.
getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index identifier, such as a RED pair code.
getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
Gets the second Ibor index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the second Ibor index to be used for the stub, linearly interpolated.
getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index series identifier.
getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the indices for which the curve provides forward rates.
getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets curve information of a specific type.
getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the additional curve information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.equity.EquitySecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.FinanceTrade
Gets the standard trade information.
getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the standard trade information.
getInfo() - Method in interface com.opengamma.strata.product.Security
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the initial stub if it exists.
getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in initial stub, optional.
getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the initial value.
getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the accrued interest.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the interpolator.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the interpolator used to find points on the curve.
getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the underlying interpolator.
getIssuerCurveDiscountFactors(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains issuer curve discount factors form valuation date.
getIssuerId() - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains the issuer ID.
getItems() - Method in class com.opengamma.strata.calc.runner.Results
Gets the results, with results for each target grouped together, ordered by column.
getItems() - Method in class com.opengamma.strata.collect.result.Failure
Gets the set of failure items.
getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the inverse Jacobian matrix produced during curve calibration.
getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
Gets the key identifying the market data required for the calculation.
getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
Gets a market data key identifying market data required for a calculation.
getKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Gets the market data key identifying the quote.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the label to use for the node.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the label that describes the node, defaulted to the year-month.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the label to use for the node, may be empty.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in interface com.opengamma.strata.market.option.Strike
Gets a label describing the strike.
getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the label that describes the node.
getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets the label that describes the parameter.
getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the positive period between the price index and the accrual date, typically a number of months.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last notice date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last notice date.
getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the last schedule period.
getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the last date of trading, which is the same as the fixing date.
getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the last date of trading.
getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the latest date contained in this time-series.
getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the latest date contained in this time-series.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay or receive leg of the swap.
getLegalEntityDiscountingProvider(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains legal entity discounting rates provider from valuation date.
getLegalEntityDiscountingProviderGb(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains legal entity discounting rates provider from valuation date.
getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the legal entity group.
getLegalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the legal entity group.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the legal entity identifier.
getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Returns the pricer used to price the legs.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap.
getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the string form of the locator.
getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the longer Ibor index observation.
getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets whether the option is long or short.
getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the map of explanatory values.
getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
Gets the single set of mappings.
getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Gets the market data filters and perturbations that define the scenarios.
getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs
Gets the market data.
getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the market data feed used when looking up the underlying market quotes for the rate.
getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the market data feed which provides quotes used to build curves in the group.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the market data feed providing the market quotes.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the market data feed from which the market data should be retrieved.
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Returns the type of market data ID this function can handle.
getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
Returns the type of market data ID handled by this filter.
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
getMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Gets the market data key identifying the market data value.
getMarketDataKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
Returns the type of market data key for which this mapping can return a market data ID.
getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
Throws UnsupportedOperationException as this method should never be called.
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the rules that define what market data should be used in each calculation.
getMarketDataRules() - Method in class com.opengamma.strata.calc.Column
Gets the market data rules that apply to this column, merged with the default rules.
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the type of the market data value used in each scenario.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId
Gets the type of market data that is being identified.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey
Gets the type of market data identified by the key.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets the type of market data handled by this mapping.
getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets the market data that was successfully built.
getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the date of the transfer implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the maturity date of the investment implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the maturity date of the investment implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the maturity date.
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the maximum number of steps for the root finder.
getMeasure() - Method in class com.opengamma.strata.calc.Column
Gets the measure to be calculated.
getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the measure.
getMeasures() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
Gets the measures.
getMeasures() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Gets the market quote measures.
getMessage() - Method in class com.opengamma.strata.collect.result.Failure
Gets the error message associated with the failure.
getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the error message associated with the failure.
getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the curve metadata.
getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the surface metadata.
getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Gets the surface metadata.
getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the minimum period between the value date and the first future.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the number of digits in the minor unit.
getModel() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Returns a Hull-White one-factor model.
getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the value used to modify the base value.
getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the day count convention for underlying money market instrument points on the curve.
getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
Gets the name that uniquely identifies this sequence.
getName() - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the name that identifies this calendar.
getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Gets the name that uniquely identifies this calendar.
getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the index name, such as 'EUR/GBP-ECB'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.calc.Column
Gets the column name.
getName() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
Gets the measure name.
getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the name of this function group.
getName() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element name.
getName() - Method in interface com.opengamma.strata.collect.named.Named
Gets the unique name of the instance.
getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Gets the name that uniquely identifies this parser.
getName() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getName() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the name of the curve group.
getName() - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Gets the name that uniquely identifies this extrapolator.
getName() - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Gets the name that uniquely identifies this interpolator.
getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey
Gets the name of the curve group.
getName() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface name.
getName() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Gets the name of the set of measures.
getName() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the name of the smile term structure.
getName() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets the name.
getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention name, such as 'USD-European'.
getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
 
getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the convention name, such as 'GBP-Deposit'.
getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the index name.
getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the convention name.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the name that uniquely identifies this convention.
getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the negative rate method, defaulted to 'AllowNegative'.
getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the next CDS date after the specified date.
getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the next CDS index roll date after the specified date.
getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the index of the node to shift.
getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets indices of each curve node, keyed by an object identifying the node.
getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the nodes in the curve.
getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the nodes that define the curve.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the nominal payment of the product.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the nominal payment of the product.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the non-deliverable currency.
getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the notional amount, must be non-zero.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the notional amount used to calculate fee payments.
getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.Fra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Gets the notional.
getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the notional of the futures.
getNotionalAmount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional as a CurrencyAmount.
getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
The notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the notional schedule.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the number of nodes.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the number of nodes.
getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the nu sensitivity.
getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a key identifying the market quote for an observable FX rate.
getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getObservableValues(Set<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a map of observable market data values for a set of IDs.
getObservation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the FX rate observation.
getObservation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the Ibor index observation.
getObservation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the Price index observation.
getObservation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the Overnight rate observation.
getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the Ibor index observation to use to determine a rate for the reset period.
getObservation() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the underlying index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the FX index observation.
getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the curve order.
getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets our party href/id reference.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets the currencies used in the calculation results.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets the currencies in the calculation results.
getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first schedule period, overriding normal schedule generation.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the currency pair that is required.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey
Gets the currency pair that is required.
getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the number of parameters in the surface.
getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the number of parameters in the surface.
getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Gets the number of parameters in the surface.
getParameterCount() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
getParameterCount() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets metadata about each parameter underlying the curve, optional.
getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the metadata about the parameters.
getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the metadata about the parameters.
getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets metadata about each parameter underlying the surface.
getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the log-normal volatility surface.
getParameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the Hull-White model parameters.
getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the normal volatility surface.
getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the SABR model parameters.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the par rate at each curve node.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the par rate at each curve node.
getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of party identifiers keyed by href/id reference.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay leg of the swap.
getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay leg of the swap.
getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the payment to be made.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the payment.
getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the amount of the notional exchange.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the date that the FX settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the date that payment occurs.
getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment date adjustment, optional.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the additional payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the periodic frequency defining when payments are made.
getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the payment frequency.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the payment frequency.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the nominal period between premium payments, such as 3 months or 6 months.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the payment period schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the payment schedule.
getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the currency on which the payoff occurs.
getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets the currency on which the payoff occurs.
getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment
Gets a flag indicating whether the value is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets whether the payment is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets whether the leg is pay or receive.
getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the period to be added.
getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the underlying period of the tenor.
getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the underlying period of the frequency.
getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets a schedule period by index.
getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule period.
getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
Finds the period end date given a date in the period.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the periodic payments of the product.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the periodic payments of the product.
getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg
Gets the periodic schedule of payments.
getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the index of the schedule period boundary at which the change occurs.
getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Obtains the period pricer.
getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the schedule periods.
getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the end date.
getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the far date.
getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the near date.
getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets perturbation that should be applied to market data as part of a scenario.
getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the premium of the swaption.
getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the style of the option premium.
getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the present value of the cash flow.
getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the previous CDS date after the specified date.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the price that was traded, which is the clean price.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the price agreed when the trade occurred.
getPrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Gets the price that was traded, in decimal form.
getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the price index values, defaulted to an empty map.
getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the information about the security price.
getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the rules defining how calculations should be performed.
getPricingRules() - Method in class com.opengamma.strata.calc.Column
Gets the pricing rules that apply to this column, merged with the default rules.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the resolved fixed coupon bond product.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the cap/floor product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the resolved Ibor cap/floor product.
getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the CMS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the resolved CMS product.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the credit default swap that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the resolved CDS product.
getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the resolved Ibor Fixing Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the resolved Term Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the equity that was traded.
getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the resolved FRA product.
getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the resolved Non-Deliverable Forward (NDF) product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the resolved single FX product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the resolved FX swap product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
Gets the resolved vanilla FX option product.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the resolved bullet payment product.
getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Gets the product of the security that was traded.
getProduct() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the resolved Swap product.
getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the resolved Swaption product.
getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the swaption product that was agreed when the trade occurred.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
 
getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Gets all the key-value properties of this file.
getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the date that the rate implied by the fixing date is published.
getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the publication frequency of the index.
getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the frequency that the index is published.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Gets the quantity that was traded.
getQuotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
Gets the values of the quotes.
getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the range of dates that may be queried.
getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the interest rate to be paid.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the inflation rate calculation.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the number of digits in the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the key identifying the market data value which provides the price.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateObservation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate to be observed.
getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the rate to be observed.
getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the matrix with all the exchange rates.
getRatesProvider(LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains an immutable rates providers with valuation date and time series.
getRatesProviderGb(LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains an immutable rates providers with valuation date and time series.
getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate of real coupon.
getReason() - Method in class com.opengamma.strata.collect.result.Failure
Gets the reason associated with the failure.
getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the reason associated with the failure.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is received.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the currency amount in which the amount is received.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first receive leg of the swap.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first receive leg of the swap.
getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
Gets the recovery rate.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency counter to the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the currency of the notional amount defined in the contract.
getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the reference data.
getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the reference data.
getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in interface com.opengamma.strata.basics.market.ReferenceDataId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
Gets the type of data this identifier refers to.
getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the date to query the rate for.
getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the CDS single-name identifier, such as a RED entity code.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds
Gets the reference against which protection applies.
getReferenceInformation() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the reference against which protection applies.
getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the reference map of id to element.
getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of href/id references.
getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the region of the index.
getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the region that the index is defined for.
getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the regular schedule periods.
getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the relative tolerance for the root finder.
getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the tokens remaining in the expression after evaluation.
getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the reporting currency.
getReportingCurrency() - Method in class com.opengamma.strata.calc.Column
Gets the reporting currency that applies to this column, overriding the default reporting currency.
getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Gets the type of report handled by this loader.
getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
getRequirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the market data that is required to perform the calculations.
getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the periodic frequency of reset dates.
getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the reset schedule, used when averaging rates, optional.
getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the applicable restructuring.
getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the result of the calculation.
getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the result of evaluating the expression against the object.
getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that will be applied to the result.
getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the rho sensitivity.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to roll dates.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the roll convention used when building the schedule.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the roll convention
getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the roll convention.
getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the roll convention.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the root element of this file.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRowCount() - Method in class com.opengamma.strata.calc.runner.Results
Gets the number of rows in the results.
getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
getRowCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of rows in the report table.
getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
 
getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the row index of the value in the results grid.
getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Gets the individual rules that make up this set of pricing rules.
getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the instant at which the report was run.
getRunInstant() - Method in interface com.opengamma.strata.report.Report
Gets the instant at which the report was run, which is independent of the valuation date.
getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the instant at which the report was run.
getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the scaling factor.
getScenarioCount() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
getScenarioCount() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the number of scenarios for which this box contains data.
getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
Gets the number of scenarios for which this object contains data.
getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
getScenarioCount() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns the number of scenarios for which this mapping can generate data.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Returns the number of scenarios for which this perturbation generates data.
getScenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
getScenarioCount() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
getScenarioMarketDataType() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Gets the type of the object containing the market data for all scenarios.
getScenarioMarketDataType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Gets the names of the scenarios.
getScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the market data value containing data for multiple scenarios.
getScenarioValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getScenarioValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets an object containing market data for multiple scenarios.
getScheme() - Method in class com.opengamma.strata.basics.market.StandardId
Gets the scheme that categorizes the identifier value.
getSeasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets describes the seasonal adjustments.
getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the second element in this pair.
getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the security that was traded.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.equity.Equity
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.Security
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the identifier of the security that was traded.
getSecurityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the security identifier.
getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the seniority.
getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the immutable list of point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Gets the swaption SABR sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
Gets the sensitivities.
getSensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
Gets the sensitivities.
getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets a single sensitivity instance by name.
getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the point sensitivity value.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Gets a single sensitivity instance by name.
getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Gets the parameter sensitivity values.
getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the sequence number of the futures.
getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the settlement lag in days.
getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the settlement lag in days.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the settlement of the bond trade.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the settlement date, optional.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement notional.
getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
Gets the settlement type of swaption.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Gets the amount by which the y-values are shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the amount by which the y-value is shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the amount by which y-values are shifted.
getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Gets the amount by which the y-values are shifted.
getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets the shift to apply to the rates.
getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Gets the shift to apply to the rates.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the type of shift to apply to the y-value.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the type of shift to apply to the y-values of the curve.
getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the shorter Ibor index observation.
getSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the single market data value used for all scenarios if available.
getSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets details of failures when building single market data values.
getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets keys identifying the market data values required for the calculations.
getSmile() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
Gets the smile.
getSmileCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets the number of smiles.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the spot day settlement lag for any underlying swap instruments.
getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the spread rate, defaulted to 0.
getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the spread curve.
getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the key identifying the market data value which provides the spread.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the fixed leg for the spread.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the spread leg.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets stack trace where the failure occurred.
getStandardId() - Method in interface com.opengamma.strata.basics.index.Index
Returns the standard identifier of the index.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the standard identifier identifying the data.
getStandardId() - Method in class com.opengamma.strata.basics.market.StandardId
Gets the standard identifier, which simply returns this.
getStandardId() - Method in interface com.opengamma.strata.basics.market.StandardIdentifiable
Gets the standard identifier for the instance.
getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
 
getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the ID of the data, typically an ID from an external data provider.
getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the ID of the market data that is required, typically an ID from an external data provider.
getStandardId() - Method in class com.opengamma.strata.product.SecurityId
Gets the standard two-part identifier.
getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the start date, inclusive.
getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, which is the start of the first schedule period.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the start date of this period, used for financial calculations such as interest accrual.
getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the first date of the term of the trade.
getStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the date that the CDS nominally starts in terms of premium payments.
getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual start date of the swap.
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual start date of the leg.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Gets the start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
Gets the start index value.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the observation at the start.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the observation at the start.
getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the observation for interpolation at the start.
getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the number of step-in days.
getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of step-in days.
getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the steps defining the change in the value.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the option strike rate.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Gets the strike rate.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the swaption strike rate.
getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the strike of the surface node.
getStrike(double) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Computes the strikes in ascending order.
getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the strike value.
getStrike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the strike of the option.
getStrike() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets the strike of the option.
getStrikeCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets the number of strikes.
getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the interpolator used in the strike dimension.
getStrikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the left extrapolator used in the strike dimension.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the strike price, represented in decimal form.
getStrikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the right extrapolator used in the strike dimension.
getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to handle stubs.
getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the stub convention to use.
getStubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the stub convention to use.
getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the stub convention.
getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the stub convention.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the normal volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the normal volatility surface.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the surface name.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the surface name.
getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the surface name.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Gets the surface name.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Gets the swap pricer.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Gets the swap pricer.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets settlement method.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets settlement method.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the target of the calculation, often a trade.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the target.
getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the targets that will be calculated.
getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the type of the calculation target handled by the functions in the group.
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the type against which tokens can be evaluated in this implementation.
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
Gets the underlying task runner.
getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the tasks that perform the individual calculations.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the template for the FRA associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the template for the FX Swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the template for the Ibor fixing deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the template for the Ibor Futures associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the template for the term deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the template for creating Fixed-Ibor swap.
getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the template for creating Fixed-Ibor swap.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the tenor to be added.
getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the tenor of the instrument behind the curve node.
getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the tenor of the surface node.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the tenor of the swap.
getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the third element in this pair.
getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the monetary value of one tick.
getTimeInterpolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
Gets the time interpolator.
getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the interpolator used in the time dimension.
getTimeLeftExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
Gets the time left extrapolator.
getTimeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the left extrapolator used in the time dimension.
getTimeRightExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
Gets the time right extrapolator.
getTimeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the right extrapolator used in the time dimension.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the time-series.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getTimeSeries(ObservableKey, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getTimeSeries(ObservableKey, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a time series from a calculation environment given a key identifying the data in the series or an empty series if there is no data for the key.
getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the time series of market data values, keyed by ID.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getTimeSeries(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains time series of price index up to valuation date.
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets details of failures when building time series of market data values.
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets details of failures when building time series of market data values.
getTimeSeriesGb(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet
Obtains time series of price index up to valuation date.
getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets a set of expiry times for the smile descriptions.
getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Gets the time to expiry associated to the data.
getTimeToExpiry() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets a set of expiry for smiles.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the total number of parameters in the group.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of parameters.
getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets total weight of all the fixings in this observation.
getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade date, optional.
getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
Gets the trade-level measure requirements.
getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the trades on which the results are calculated.
getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time, optional.
getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Gets the trade type of the calibrator.
getTradeType() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
 
getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Gets the supported trade types.
getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the preferred triangulation currency.
getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the type of the index.
getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the type of adjustment to make.
getType() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
Gets the type of reporting currency.
getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
getType() - Method in interface com.opengamma.strata.market.option.Strike
Gets the type of the strike.
getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the type of the reference.
getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation
Gets the type of the underlying.
getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the type of the reference.
getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the unadjusted date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted end date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted start date.
getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the underlying swap.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the underlying swap.
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the underlying curve.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
Gets the set of underlying security identifiers.
getUnderlyingIds() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Gets the underlying swap.
getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the units supported by a tenor.
getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the unit of this periodic frequency.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg
Gets the upfront fee.
getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the upfront fee amount, optional.
getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the upfront fee date, optional.
getValuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the valuation date associated with the market data.
getValuationDate() - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the valuation date of the market data.
getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a box that can provide the valuation date of each scenario.
getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets a box that can provide the valuation date of each scenario.
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the valuation date associated with the data.
getValuationDate() - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
 
getValuationDate() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.report.Report
Gets the valuation date of the results driving the report.
getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the valuation date.
getValuationDateTime() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the valuation date.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the valuation date-time.
getValue(int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns the FX rate for a scenario.
getValue() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
getValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the market data value identified by the specified key.
getValue(int) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the market data value associated with the specified scenario.
getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Gets the reference data value associated with the specified identifier.
getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Gets the market data value which provides data for multiple scenarios.
getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
Gets the market data value associated with the specified scenario.
getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
getValue(int) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Gets the market data value used in all scenarios.
getValue() - Method in class com.opengamma.strata.basics.market.StandardId
Gets the value of the identifier within the scheme.
getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the value of the variable.
getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the value representing the change that occurs.
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a box that can provide an item of market data for a scenario.
getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets a box that can provide an item of market data for a scenario.
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a market data value from a calculation environment given a key identifying the data.
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
getValue() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
Gets the single result that applies to all scenarios.
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getValue() - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the value.
getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
Gets the value of absolute delta.
getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
Gets the value of log-moneyness.
getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
Gets the value of moneyness.
getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
Gets the value of strike.
getValue() - Method in interface com.opengamma.strata.market.option.Strike
Gets the value of the strike.
getValue(int) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the amount of the payment.
getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the reference to a value to display in this column.
getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets details of failures when building single market data values.
getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.
getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the market data values.
getValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Gets the typed reference data values by identifier.
getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
Gets the market data values, one for each scenario.
getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the individual items of market data, keyed by ID.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Gets the calculated values, one per scenario.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Gets the calculated values, one per scenario.
getValues(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the values for the specified currency, throws an exception if there are no values for the currency.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Gets the currency values, keyed by currency.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
Gets the calculated values, one per scenario.
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Returns the normal volatility.
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Calculates the Black volatility.
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
getVolatility() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Gets the volatilities associated with the strikes.
getVolatility() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
Gets the volatility.
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Returns the normal volatility.
getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Gets the smile description at the different time to expiry.
getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Gets the volatility smiles from delta.
getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of weekend days.
getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Gets the positive weight used when interpolating.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the positive weight used when interpolating.
getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known x-values of the curve.
getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known x-values of the surface.
getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the year fraction of the investment implied by the fixing date.
getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the year fraction of the investment implied by the fixing date.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the year fraction.
getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the year fraction that the accrual period represents.
getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the year-month of the instrument behind the curve node.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets yield convention.
getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the instrument type at each curve node.
getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the tenor at each curve node.
getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known y-values of the curve.
getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known y-values of the surface.
getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getZone() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time-zone, optional.
getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of z-values, one for each point.
getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known z-values of the surface.
getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the z-values of the curve.
getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the z-value type, providing meaning to the z-values of the curve.
GR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GR' - Greece.
Guavate - Class in com.opengamma.strata.collect
Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value
Standard implementation of Rounding that uses the half-up convention.
HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for HalfUpRounding.
hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if the element has content.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Checks if there is an ex-coupon period.
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
hashCode() - Method in class com.opengamma.strata.basics.currency.Payment
 
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.location.Country
Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId
 
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
hashCode() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
hashCode() - Method in class com.opengamma.strata.basics.market.StandardId
Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
 
hashCode() - Method in class com.opengamma.strata.calc.CalculationRules
 
hashCode() - Method in class com.opengamma.strata.calc.Column
 
hashCode() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
hashCode() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
hashCode() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
hashCode() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
hashCode() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
hashCode() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
hashCode() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
hashCode() - Method in class com.opengamma.strata.calc.runner.Results
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a suitable hash code for the CSV file.
hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow
Returns a suitable hash code for the CSV file.
hashCode() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a suitable hash code for the INI file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a suitable hash code for the property set.
hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a suitable hash code for the locator.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.result.Failure
 
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
 
hashCode() - Method in class com.opengamma.strata.collect.result.Result
 
hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
A hash code for this point.
hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
 
hashCode() - Method in class com.opengamma.strata.collect.type.TypedString
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
 
hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
hashCode() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.QuoteId
 
hashCode() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
hashCode() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey
 
hashCode() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
hashCode() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
hashCode() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
hashCode() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
hashCode() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.Cms
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.Cds
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
hashCode() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.equity.Equity
 
hashCode() - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
hashCode() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.Fra
 
hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurity
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.SecurityId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.SecurityInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxReset
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.Swap
 
hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.TradeInfo
 
hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the column header.
header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the header property.
headers() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the header row.
headers() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the header row.
headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the earliest entries.
HK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date
A holiday calendar, classifying dates as holidays or business days.
HolidayCalendarId - Class in com.opengamma.strata.basics.date
An identifier for a holiday calendar.
HolidayCalendarIds - Class in com.opengamma.strata.basics.date
Identifiers for common holiday calendars.
HolidayCalendars - Class in com.opengamma.strata.basics.date
Constants and implementations for standard holiday calendars.
holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the holidays property.
HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'href' attribute key.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HU' = Hungary.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HUF' = Hugarian Forint.
HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Creates an instance.
HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future trades.
HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Creates an instance.
HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.index
Hull-White one factor model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalProductPricer(PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Creates an instance.
HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
 

I

IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
The measure for ResolvedIborFixingDepositTrade using par rate discounting.
IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.
IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
The measure for ResolvedIborFutureTrade using price discounting.
IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedIborFutureTrade using par spread discounting.
IborAveragedFixing - Class in com.opengamma.strata.product.rate
A single fixing of an index that is observed by IborAveragedRateObservation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedFixing.
IborAveragedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedRateObservation.
IborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor product.
IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloor.
IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of a cap/floor product.
IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorLeg.
IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorLeg.
IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor.
IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorTrade.
IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorTrade.
IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an Ibor caplet/floorlet payoff is paid.
IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapletFloorletPeriod.
IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapletFloorletPeriod.
IborCapletFloorletSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to Ibor caplet/floorlet implied parameter point.
IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborCapletFloorletSensitivity.
IborCapletFloorletVolatilities - Interface in com.opengamma.strata.market.view
Volatilities for pricing Ibor caplet/floorlet.
IborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index.
IborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuture.
IborFutureCalculationFunction - Class in com.opengamma.strata.function.calculation.index
Perform calculations on a single IborFutureTrade for each of a set of scenarios.
IborFutureCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
Creates an instance.
IborFutureConvention - Interface in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
IborFutureConventions - Class in com.opengamma.strata.product.index.type
Market standard Ibor future conventions.
IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor Future.
IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFutureCurveNode.
IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFutureCurveNode.
IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index
Contains function groups for built-in Ibor Future calculation functions.
IborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract, based on an Ibor index.
IborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOption.
IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for Ibor future option products with daily margin.
IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Creates an instance.
IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
Pricer for Ibor future option trades with daily margin.
IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Creates an instance.
IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionSecurity.
IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionTrade.
IborFutureProvider - Interface in com.opengamma.strata.pricer.index
Data provider for for model parameters related to Ibor futures and their options.
IborFutureSecurity - Class in com.opengamma.strata.product.index
A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureSecurity.
IborFutureTemplate - Class in com.opengamma.strata.product.index.type
A template for creating an Ibor Future trade.
IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for IborFutureTemplate.
IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type
The meta-bean for IborFutureTemplate.
IborFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureTrade.
IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Ibor-Ibor swap conventions.
IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Ibor-Ibor interest rate swap.
IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborIborSwapCurveNode.
IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborIborSwapCurveNode.
IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborIborSwapTemplate.
IborIndex - Interface in com.opengamma.strata.basics.index
An inter-bank lending rate index, such as Libor or Euribor.
iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Ibor index forward curve to the provider.
iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
IborIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for an IborIndex.
IborIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IborIndexCurveId.
IborIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for an Ibor index.
IborIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IborIndexCurveKey.
IborIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a IborIndexCurveKey and returns an IborIndexCurveId with the name of the curve group that is the source of the curve.
IborIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for IborIndexCurveMapping.
IborIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the forward curve of an Ibor index.
IborIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
IborIndexObservation - Class in com.opengamma.strata.basics.index
Defines the observation of a rate of interest from a single Ibor index.
IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for IborIndexObservation.
IborIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an Ibor index.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Ibor index.
IborIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Ibor indices.
IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborInterpolatedRateObservation.
iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the rate to be observed.
iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the iborRate property.
iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the Ibor rate observation.
iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the iborRate property.
IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to average floating rates.
IborRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateCalculation.
IborRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest from a single Ibor index.
IborRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborRateObservation.
IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborRateSensitivity.
IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborRateSwapLegConvention.
id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the id property.
ID - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ID' - Indonesia.
ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'id' attribute key.
id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the id property.
id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the security identifier.
id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the id property.
id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the primary identifier for the trade, optional.
identifiers() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
identifiers() - Method in interface com.opengamma.strata.basics.market.ReferenceData
Gets the available identifiers.
identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
Returns a mapping that always returns the ID that is passed in.
identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an identity matrix.
idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.
idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
 
IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'IDR' = Indonesian Rupiah.
ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets whether to ignore failures, or report the errors.
ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the ignoreFailures property.
IL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IL' - Israel.
ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ILS' = Israeli Shekel.
IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMM' roll convention which adjusts the date to the third Wednesday.
IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
A market convention for credit default swap (CDS) trades.
ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for ImmutableCdsConvention.
ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for ImmutableFraConvention.
ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for ImmutableFraConvention.
ImmutableFxIndex - Class in com.opengamma.strata.basics.index
A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableFxIndex.
ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
A market convention for FX swap trades
ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for ImmutableFxSwapConvention.
ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for ImmutableFxSwapConvention.
ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for ImmutableHolidayCalendar.
ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableIborFixingDepositConvention.
ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableIborFixingDepositConvention.
ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
The meta-bean for ImmutableIborFutureConvention.
ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableIborIborSwapConvention.
ImmutableIborIndex - Class in com.opengamma.strata.basics.index
An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableIborIndex.
ImmutableMarketData - Class in com.opengamma.strata.basics.market
An immutable set of market data
ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for ImmutableMarketData.
ImmutableMarketDataBuilder - Class in com.opengamma.strata.basics.market
A mutable builder for instances of ImmutableMarketData.
ImmutableMeasure - Class in com.opengamma.strata.calc.config
The default, immutable implementation of Measure.
ImmutableMeasure.Builder - Class in com.opengamma.strata.calc.config
The bean-builder for ImmutableMeasure.
ImmutableMeasure.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for ImmutableMeasure.
ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for ImmutableRatesProvider.
ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
Builder for the immutable rates provider.
ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration
Generates a rates provider based on an existing provider.
ImmutableReferenceData - Class in com.opengamma.strata.basics.market
An immutable set of reference data
ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for ImmutableReferenceData.
ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ImmutableSwapIndex.
ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableTermDepositConvention.
ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableTermDepositConvention.
ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableXCcyIborIborSwapConvention.
impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the implied Black volatility of the foreign exchange vanilla option product.
impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the implied volatility of the swaption.
impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the implied volatility of the swaption.
impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Computes the implied normal volatility from the present value of a swaption.
impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Computes the implied normal volatility from the present value of a swaption.
IN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IN' - India.
index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the index property.
Index - Interface in com.opengamma.strata.basics.index
An index of values, such as LIBOR, FED FUND or daily exchange rates.
index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
The meta-property for the index property.
INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index, such as an Ibor or Overnight index.
index() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the Ibor index of the underlying future.
index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the index defining the FX rate to observe on the fixing date.
index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the Ibor index to be used for the stub.
index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the index property.
INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index value, typically derived from a curve.
indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index series version identifier.
indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexAnnexVersion property.
indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for the forward curve for an index.
IndexCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter matching a curve for an index.
IndexCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for IndexCurveFilter.
IndexCurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a forward curve for an index.
indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the indexCurves property.
indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider.
indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider with associated time-series.
IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb
Perturbation which applies a shift to a single point on a nodal curve.
IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for IndexedCurvePointShift.
indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index identifier, such as a RED pair code.
indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexId property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the second Ibor index to be used for linear interpolation, optional.
indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the second Ibor index to be used for the stub, linearly interpolated.
indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the indexInterpolated property.
indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the indexName property.
IndexObservation - Interface in com.opengamma.strata.basics.index
A single observation of an index.
indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
IndexRateId - Class in com.opengamma.strata.market.id
A market data ID identifying the current and historical values for an Index.
IndexRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IndexRateId.
IndexRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values for an index.
IndexRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IndexRateKey.
IndexReferenceInformation - Class in com.opengamma.strata.product.credit
Reference data for a CDS index.
IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for IndexReferenceInformation.
IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for IndexReferenceInformation.
indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index series identifier.
indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexSeries property.
indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the indices for which the curve provides forward rates.
indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the indices property in the builder from an array of objects.
indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the indices property.
InflationEndInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndInterpolatedRateObservation.
InflationEndMonthRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndMonthRateObservation.
InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index with interpolation.
InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationInterpolatedRateObservation.
InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index.
InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationMonthlyRateObservation.
InflationRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for InflationRateCalculation.
InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for InflationRateSensitivity.
info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the info property.
info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the info property.
IniFile - Class in com.opengamma.strata.collect.io
An INI file.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the initialExchange property.
initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the initial guess used for calibrating the node.
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the list of all initial guesses.
initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the initialStub property.
initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the initial value.
initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the initialValue property.
inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order and not equal.
inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order or equal.
INR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'INR' = Indian Rupee.
inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
The single shared instance of the class.
INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
The single shared instance.
instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Returns a default instance of the function.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
The single shared instance of this report runner.
INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
The default instance.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
The single shared instance of this report runner.
IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming two arguments - int and double.
IntDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an int and double.
IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for IntDoublePair.
IntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - int and double.
IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and double.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the intermediateExchange property.
interpolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the y-value for the specified x-value by interpolation.
interpolated(boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets how the reference index calculation occurs, defaulted to false.
interpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the interpolated property.
InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurveDefinition.
InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
A surface based on interpolation between a number of nodal points.
InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for InterpolatedNodalSurface.
InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for InterpolatedNodalSurface.
InterpolatedSmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx
An interpolated term structure of smile as used in Forex market.
InterpolatedSmileDeltaTermStructureStrikeInterpolation - Class in com.opengamma.strata.pricer.fx
An interpolated term structure of smiles as used in Forex market.
InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the interpolator.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the interpolator used to find points on the curve.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the interpolator property.
INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Interpolator extrapolator.
interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the underlying interpolator.
interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the interpolator property.
intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the intersection of this range and the specified range.
intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the intersection of a pair of time series.
IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming three arguments - int, int and double.
IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of three arguments - int, int and double.
IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of three arguments - int, int and double.
IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and int.
invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an invalid token.
inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the inverse currency pair.
inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the inverse rate.
inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the inverse transaction.
IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
ir01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01BucketedZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par interest rates.
ir01ParallelZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in zero rates.
IS - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IS' - Iceland.
isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely after the specified range.
isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is annual.
isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely before the specified range.
isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a business day.
isBuy() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Buy'.
isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated backwards from the end date to the start date.
isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated forwards from the start date to the end date.
isCall() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Call'.
isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Checks if the specified date is a CDS date.
isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns true if evaluation of the whole expression is complete.
isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Checks whether compounding applies.
isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is a conventional currency pair.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Checks if this trade is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap
Checks if this trade is cross-currency.
isCurrencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
Gets flag indicating whether measure values should be automatically converted to the reporting currency.
isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.config.Measure
Flag indicating whether measure values should be automatically converted to the reporting currency.
ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is an ISDA credit curve value - 'IsdaCredit'.
IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit
Helper for interacting with the underlying Analytics layer for CDS pricing.
IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit
Pricer for for CDS products using the ISDA methodology.
IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
 
isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for an ISDA credit curve.
IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA credit curve.
IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaCreditCurveInputs.
IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaIndexCreditCurveInputsId.
IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaIndexCreditCurveInputsKey.
IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.
IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaIndexRecoveryRateId.
IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaIndexRecoveryRateKey.
IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaSingleNameCreditCurveInputsId.
IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaSingleNameRecoveryRateId.
IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaSingleNameRecoveryRateKey.
IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type
CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type
Market conventions used to bootstrap an ISDA yield curve
IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA yield curve.
IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaYieldCurveInputs.
IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.
IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaYieldCurveInputsId.
IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.
IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaYieldCurveInputsKey.
IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve
Enumerates the supported types of underlying instruments on an ISDA yield curve.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array is empty.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is empty.
isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set is empty.
isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the range is empty.
isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Indicates if this time-series is empty.
isEnd() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Checks if the type is 'End'.
isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Checks if the end of month convention is in use.
isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if the end of month convention is in use.
isFailure() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a failure.
isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Checks if the type is 'Fixed'.
isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has a fixed rate.
isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has a floating rate.
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Ibor'.
isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is an identity pair.
isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets whether to ignore failures, or report the errors.
isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Checks if the specified date is an index roll date.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets how the reference index calculation occurs, defaulted to false.
isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has an interpolated rate.
isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is the inverse of the specified pair.
isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ISK' = Icelandic Krone.
isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is the last business day of the month.
isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isLastFixing() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Checks if the type is 'LastFixing'.
isLong() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Long'.
isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a long stub.
isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets flag indicating if the moneyness is on the price (true) or on the rate (false).
isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the isMoneynessOnPrice property.
isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Checks whether the convention requires a month-based period.
isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is month-based.
isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is month-based.
isNatural() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
Checks if the type is 'Natural'.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isNotScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId
Checks if the scheme of this identifier does not equal the specified scheme.
isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
isParallel() - Method in class com.opengamma.strata.collect.MapStream
 
isPay() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Pay'.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets whether the accrued premium is paid in the event of a default.
isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Price'.
isPut() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Receive'.
isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period is regular according to the specified frequency and roll convention.
isScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Checks if this box contains market data for multiple scenarios.
isScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId
Checks if the scheme of this identifier equals the specified scheme.
isSell() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Short'.
isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a short stub.
isSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Checks if this box contains a single market data value that is used for all scenarios.
isSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
isSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
isSpecific() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
Checks if the type is 'Specific'.
isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is square.
isSuccess() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a successful call and has a result available.
IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for an issuer curve.
issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the discount factors of an issuer curve for a standard ID and a currency.
IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for IssuerCurveDiscountFactors.
issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the issuer curves.
issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the issuerCurves property.
IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the issuer curve.
IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IssuerCurveZeroRateSensitivity.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is the 'Term' instance.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if this schedule represents a single 'Term' period.
isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the end date is unbounded.
isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the start date is unbounded.
isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is week-based.
isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is week-based.
IT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IT' - Italy.
items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the results, with results for each target grouped together, ordered by column.
items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the items property in the builder from an array of objects.
items() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the items property.
items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the items property.
IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an iterable object and returns a value.
IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
iterator() - Method in class com.opengamma.strata.collect.MapStream
 

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the JacobianCalibrationMatrix.
jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the calibration information.
JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve
Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for JacobianCalibrationMatrix.
jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the jacobianMatrix property.
JP - Static variable in class com.opengamma.strata.basics.location.Country
The country 'JP' - Japan.
JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'JPY' - Japanese Yen.
JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
JPY_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'JPY-ISDA' curve.
JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for JPY-LIBOR.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for JPY.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for JPY.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for JPY.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for JPY.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for JPY-TONAR Overnight index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TONAR index for JPY.
JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the the risk of default as opposed to the the risk of change in credit spreads.
jumpToDefault(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the risk of default by subtracting from current MTM the Notional amount times Recovery Rate - 1.

K

key() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
The meta-property for the key property.
key() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
The meta-property for the key property.
key() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
The meta-property for the key property.
keys() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the set of keys of this property set.
KnownAmountPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountPaymentPeriod.
KnownAmountPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountPaymentPeriod.
KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap
A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapLeg.
KR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the label to use for the node, may be empty.
label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the label property.
lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the lag property.
LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last day of month rule, ignoring business days.
LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.node.CurveNodeDate
An instance defining the curve node date as the last fixing date date of the trade.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last notice date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last notice date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastNoticeDate property.
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional end date of the last regular schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
The meta-property for the lastTradeDate property.
leftExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Left extrapolates the y-value from the specified x-value.
leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the left extrapolated y-value at the specified x-value.
leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the initial notional amount of each leg of the calculation target.
LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the present value of each leg of the calculation target.
LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
An indication of the pay-off formula that applies to the leg.
LegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.rate
The discounting factors provider, used to calculate analytic measures.
LegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.rate
The bean-builder for LegalEntityDiscountingProvider.
LegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for LegalEntityDiscountingProvider.
legalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the legalEntityGroup property.
LegalEntityGroup - Class in com.opengamma.strata.market.value
Legal entity group.
legalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
The meta-property for the legalEntityGroup property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityMap(Map<StandardId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the legal entity group map.
legalEntityMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the legalEntityMap property.
LegAmount - Interface in com.opengamma.strata.market.amount
Represents an amount of a currency associated with one leg of an instrument.
LegAmounts - Class in com.opengamma.strata.market.amount
A collection of leg amounts.
LegAmounts.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for LegAmounts.
LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of legs.
legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs of the swap.
legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the legs property.
legs(List<SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs of the swap.
legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the legs property.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the number of days in the period.
limit(long) - Method in class com.opengamma.strata.collect.MapStream
 
LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Linear extrapolator.
LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Linear interpolator.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets a list of empty metadata instances.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets a list of empty metadata instances.
load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for a specific date.
load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate
Loads a report template from an ini file.
load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Loads the report template.
load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for all available dates.
loadCurveGroups(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.CurveGroupDefinitionCsvLoader
Loads the curve groups definition CSV file.
LoaderUtils - Class in com.opengamma.strata.loader
Contains utilities for loading market data from input files.
LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries
Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries
Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries
Builder to create the immutable LocalDateDoubleTimeSeries.
LocalDateRange - Class in com.opengamma.strata.collect.range
A range of local dates.
LocalDateRange.Meta - Class in com.opengamma.strata.collect.range
The meta-bean for LocalDateRange.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Log linear extrapolator.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log linear interpolator.
LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on log-moneyness, defined as the ln(strike/forward).
LOG_NATURAL_CUBIC_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log natural cubic spline interpolator for discount factors.
LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log natural cubic interpolation with monotonicity filter.
LogMoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on log-moneyness.
LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for LogMoneynessStrike.
LongDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of a long and double.
LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for LongDoublePair.
longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
The meta-property for the longObservation property.
LongShort - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the longShort property.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name and type.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name and type.
lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup
Looks up an instance by name, returning null if not found.
lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the map of known instances by name.
lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup
Returns the immutable map of known instances by name.
lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Looks up an element by href/id reference.
LU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'LU' - Luxembourg.

M

macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the Macaulay duration of the fixed coupon bond product from yield.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each value in the array.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each value in the matrix.
map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the entries in the stream by applying a mapper function to each key and value.
map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
 
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that alters the value.
map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
The meta-property for the map property.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Applies an operation to the amount.
mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Applies an operation to the amounts.
mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.
mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key.
mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key and value.
mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a an arbitrary mapping to the builder.
mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
The meta-property for the mappings property.
mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns the market data mappings that specify which market data should be used when performing calculations for the target.
mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
mappings() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
The meta-property for the mappings property.
mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the mappings property.
mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the market data filters and perturbations that define the scenarios.
mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the mappings property in the builder from an array of objects.
mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
The meta-property for the mappings property.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Applies an operation to the sensitivities in this instance.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified operation applied to the sensitivities in this builder.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
MapStream<K,V> - Class in com.opengamma.strata.collect
A stream implementation which adds methods for manipulating keys and values when streaming over map entries.
mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a map.
MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each value.
mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each key and value.
mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each value in the time series.
mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each indexed value in the array.
mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each indexed value in the matrix.
marginIndex(ResolvedBondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Calculates the number related to bond futures product on which the daily margin is computed.
marginIndex(ResolvedBondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Calculates the number related to bond futures product on which the daily margin is computed.
marginIndex(ResolvedIborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(ResolvedIborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(ResolvedDeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Calculates the number related to deliverable swap futures product on which the daily margin is computed.
marginIndexSensitivity(ResolvedBondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Calculates the margin index sensitivity of the bond future product.
marginIndexSensitivity(ResolvedBondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Calculates the margin index sensitivity of the bond future product.
marginIndexSensitivity(ResolvedIborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(ResolvedIborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(ResolvedDeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Calculates the margin index sensitivity of the deliverable swap futures product.
market() - Static method in class com.opengamma.strata.function.calculation.security.GenericSecurityFunctionGroups
Obtains the function group providing all built-in measures on generic security trades based solely on querying the market for the present value.
market() - Static method in class com.opengamma.strata.function.calculation.security.SecurityFunctionGroups
Obtains the function group providing all built-in measures on simple security trades based solely on querying the market for the present value.
MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
The market quote instance, which is the default used in synthetic curve calibration.
MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName
The field name for market value.
MarketData - Interface in com.opengamma.strata.basics.market
Provides access to market data, such as curves, surfaces and time-series.
marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
Sets the market data.
marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
The meta-property for the marketData property.
marketData(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
MarketDataBox<T> - Interface in com.opengamma.strata.basics.market
A box which can provide values for an item of market data used in scenarios.
MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config
Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config
The meta-bean for MarketDataConfig.
MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config
A mutable builder for building an instance of MarketDataConfig.
MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
A market data factory build market data.
marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFactory(ObservableMarketDataFunction) - Static method in class com.opengamma.strata.function.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the marketDataFeed property.
MarketDataFeed - Class in com.opengamma.strata.basics.market
Identifies a feed of market data, for example Bloomberg or Reuters.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the marketDataFeed property.
MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function
A market data function creates items of market data for a set of market data IDs.
marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents
Returns the standard market data functions used to build market data values from other market data.
MarketDataId<T> - Interface in com.opengamma.strata.basics.market
An identifier for a unique item of market data.
MarketDataKey<T> - Interface in com.opengamma.strata.basics.market
A key that identifies an item of market data.
MarketDataKeys - Class in com.opengamma.strata.market.key
Factory methods for creating MarketDataKey instances for common market data types.
MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping
A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.
MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping
Builder for MarketDataMappings that knows about the standard mappings (e.g.
MarketDataRatesProvider - Class in com.opengamma.strata.pricer.rate
A rates provider based on an underlying set of market data.
MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
A collection of market data IDs defining a set of market data.
MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
Mutable builder for creating instances of MarketDataRequirements.
MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
 
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the rules that define what market data should be used in each calculation.
marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the marketDataRules property.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the market data rules that apply to this column, merged with the default rules.
marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the marketDataRules property.
MarketDataRules - Interface in com.opengamma.strata.calc.config
Market data rules specify what market data should be used when calculating measures for a target.
marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets the type of market data handled by this mapping.
marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the marketDataType property.
MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate
Utilities for manipulating market data.
MarketDataView - Interface in com.opengamma.strata.market
A high-level view of a single item of market data.
MarketEnvironment - Class in com.opengamma.strata.calc.marketdata
A set of market data.
marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets the market data that was successfully built.
marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the marketEnvironment property.
MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketEnvironment.
MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata
A mutable builder for building up MarketEnvironment instances.
MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata
The result of building a set of market data, containing the successfully built data and details of any data that could not be built.
MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata
The bean-builder for MarketEnvironmentResult.
MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketEnvironmentResult.
MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration
Provides market quote measures for a single type of trade based on functions.
MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Calculator to obtain the Market Quote sensitivities.
MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
 
matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Checks if the date matches the rules of the roll convention.
matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns true if the filter matches the market data ID and value.
matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and matches the specified pattern.
matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that matches the specified party ID.
matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that matches the specified party ID regular expression.
Matrix - Interface in com.opengamma.strata.collect.array
Base interface for all matrix types.
maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the maturity date of the investment implied by the fixing date.
maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the adjustment applied to the fixing date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the maturityDateOffset property.
maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the maturityDateOffset property.
max() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the maximum number of steps for the root finder.
maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the maximumSteps property.
measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the measure to be calculated.
measure() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the measure property.
Measure - Interface in com.opengamma.strata.calc.config
Identifies a measure that can be produced by the system.
measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the measure encoded in a value path, if present.
Measures - Class in com.opengamma.strata.calc.config
The standard set of measures which can be calculated by Strata.
measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the measures property.
merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Merges the entries from the other matrix into this one.
merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
mergedWith(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a new market environment containing the data from this environment and another environment.
mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule by combining the regular schedule periods.
mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule with a single 'Term' period.
message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the message property.
message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the message property.
Messages - Class in com.opengamma.strata.collect
Contains utility methods for managing messages.
meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
The meta-bean for FxMatrix.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
The meta-bean for FxRate.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
The meta-bean for FxRatesArray.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
The meta-bean for MultiCurrencyAmount.
meta() - Static method in class com.opengamma.strata.basics.currency.Payment
The meta-bean for Payment.
meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
The meta-bean for AdjustableDate.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName
The meta-bean for FloatingRateName.
meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
The meta-bean for FxIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
The meta-bean for IborIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
The meta-bean for OvernightIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
The meta-bean for PriceIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateId
The meta-bean for FxRateId.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey
The meta-bean for FxRateKey.
meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
The meta-bean for ImmutableMarketData.
meta() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
The meta-bean for ImmutableReferenceData.
meta() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
The meta-bean for ScenarioMarketDataBox.
meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
The meta-bean for ScenarioValuesList.
meta() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
The meta-bean for SingleMarketDataBox.
meta() - Static method in class com.opengamma.strata.basics.market.StandardId
The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
The meta-bean for HalfUpRounding.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
The meta-bean for ValueDerivatives.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.calc.CalculationRules
The meta-bean for CalculationRules.
meta() - Static method in class com.opengamma.strata.calc.Column
The meta-bean for Column.
meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
The meta-bean for AllTargetsMarketDataRules.
meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
The meta-bean for FunctionConfig.
meta() - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
The meta-bean for ImmutableMeasure.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
The meta-bean for DefaultPricingRules.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
The meta-bean for PricingRule.
meta() - Static method in class com.opengamma.strata.calc.config.ReportingCurrency
The meta-bean for ReportingCurrency.
meta() - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
The meta-bean for TypedMarketDataRules.
meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
The meta-bean for MarketDataConfig.
meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
The meta-bean for FunctionRequirements.
meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
The meta-bean for DefaultMarketDataMappings.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
The meta-bean for MarketDataRequirements.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
The meta-bean for MarketEnvironment.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
The meta-bean for MarketEnvironmentResult.
meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
The meta-bean for PerturbationMapping.
meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
The meta-bean for ScenarioDefinition.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
The meta-bean for CalculationResult.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
The meta-bean for CurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
The meta-bean for MultiCurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
The meta-bean for SingleScenarioResult.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
The meta-bean for ValuesArray.
meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
The meta-bean for MissingMappingId.
meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
The meta-bean for NoMatchingRuleId.
meta() - Static method in class com.opengamma.strata.calc.runner.Results
The meta-bean for Results.
meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
The meta-bean for DoubleMatrix.
meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange
The meta-bean for LocalDateRange.
meta() - Static method in class com.opengamma.strata.collect.result.Failure
The meta-bean for Failure.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
The meta-bean for FailureItem.
meta() - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
The meta-bean for DoublesPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
The meta-bean for IntDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
The meta-bean for LongDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
The meta-bean for CurveParallelShifts.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
The meta-bean for CurvePointShifts.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The meta-bean for RootFinderConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
The meta-bean for FxRateConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
The meta-bean for DiscountCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
The meta-bean for IborIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
The meta-bean for OvernightIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
The meta-bean for PriceIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
The meta-bean for SwaptionVolatilitiesMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
The meta-bean for AnyCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
The meta-bean for AnyDiscountCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
The meta-bean for AnyIndexForwardCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
The meta-bean for CurveNameFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
The meta-bean for IndexCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
The meta-bean for RateCurveCurrencyFilter.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
The meta-bean for CashFlow.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
The meta-bean for CashFlows.
meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
The meta-bean for LegAmounts.
meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
The meta-bean for SwapLegAmount.
Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
The meta-bean for AddFixedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
The meta-bean for ConstantNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
The meta-bean for CurveCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
The meta-bean for CurveCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
The meta-bean for CurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
The meta-bean for CurveGroupDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
The meta-bean for CurveGroupEntry.
meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs
The meta-bean for CurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
The meta-bean for CurveParameterSize.
meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
The meta-bean for CurveUnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
The meta-bean for CurveUnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
The meta-bean for DefaultCurveMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
The meta-bean for InterpolatedNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
The meta-bean for InterpolatedNodalCurveDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
The meta-bean for IsdaCreditCurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
The meta-bean for IsdaYieldCurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
The meta-bean for JacobianCalibrationMatrix.
meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
The meta-bean for SimpleCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
The meta-bean for TenorCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
The meta-bean for YearMonthCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate
The meta-bean for CurveNodeDate.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
The meta-bean for FixedIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
The meta-bean for FixedOvernightSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
The meta-bean for FraCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
The meta-bean for FxSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
The meta-bean for IborFixingDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
The meta-bean for IborFutureCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
The meta-bean for IborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
The meta-bean for TermDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
The meta-bean for ThreeLegBasisSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
The meta-bean for XCcyIborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
The meta-bean for CurveParallelShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
The meta-bean for CurvePointShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
The meta-bean for IndexedCurvePointShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
The meta-bean for ParallelShiftedCurve.
meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
The meta-bean for ExplainMap.
meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId
The meta-bean for CurveGroupId.
meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId
The meta-bean for CurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId
The meta-bean for DiscountCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
The meta-bean for IborIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IndexRateId
The meta-bean for IndexRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
The meta-bean for IsdaIndexCreditCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
The meta-bean for IsdaIndexRecoveryRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
The meta-bean for IsdaSingleNameCreditCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
The meta-bean for IsdaSingleNameRecoveryRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
The meta-bean for IsdaYieldCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
The meta-bean for OvernightIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
The meta-bean for PriceIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.QuoteId
The meta-bean for QuoteId.
meta() - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
The meta-bean for SwaptionVolatilitiesId.
meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey
The meta-bean for CurveGroupKey.
meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey
The meta-bean for CurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
The meta-bean for DiscountCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
The meta-bean for IborIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey
The meta-bean for IndexRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
The meta-bean for IsdaIndexCreditCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
The meta-bean for IsdaIndexRecoveryRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
The meta-bean for IsdaSingleNameRecoveryRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
The meta-bean for IsdaYieldCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
The meta-bean for OvernightIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
The meta-bean for PriceIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.QuoteKey
The meta-bean for QuoteKey.
meta() - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
The meta-bean for QuotesArrayKey.
meta() - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
The meta-bean for SwaptionVolatilitiesKey.
meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
The meta-bean for DeltaStrike.
meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
The meta-bean for LogMoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
The meta-bean for MoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
The meta-bean for SimpleStrike.
meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
The meta-bean for BondFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
The meta-bean for FxForwardSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
The meta-bean for FxIndexSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
The meta-bean for FxOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
The meta-bean for IborCapletFloorletSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
The meta-bean for IborFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
The meta-bean for IborRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
The meta-bean for InflationRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
The meta-bean for IssuerCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
The meta-bean for OvernightRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
The meta-bean for PointSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
The meta-bean for RepoCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
The meta-bean for SwaptionSabrSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
The meta-bean for SwaptionSabrSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
The meta-bean for SwaptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
The meta-bean for ZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
The meta-bean for ConstantNodalSurface.
meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
The meta-bean for DefaultSurfaceMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
The meta-bean for EmptySurfaceParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
The meta-bean for InterpolatedNodalSurface.
meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
The meta-bean for SurfaceCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
The meta-bean for SurfaceCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
The meta-bean for SurfaceUnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
The meta-bean for SurfaceUnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
The meta-bean for CdsRecoveryRate.
meta() - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
The meta-bean for QuotesArray.
meta() - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
The meta-bean for DiscountFxForwardRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
The meta-bean for DiscountFxIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
The meta-bean for DiscountIborIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
The meta-bean for DiscountOvernightIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
The meta-bean for ForwardPriceIndexValues.
meta() - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
The meta-bean for IssuerCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
The meta-bean for RepoCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
The meta-bean for SimpleDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
The meta-bean for SimpleIborIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
The meta-bean for ZeroRateDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
The meta-bean for ZeroRatePeriodicDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
The meta-bean for BlackVolatilityFlatFxProvider.
meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
The meta-bean for BlackVolatilitySurfaceFxProvider.
meta() - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.
meta() - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
The meta-bean for SmileAndBucketedSensitivities.
meta() - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
The meta-bean for SmileDeltaParameters.
meta() - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
The meta-bean for VolatilityAndBucketedSensitivities.
meta() - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
The meta-bean for ImmutableRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
The meta-bean for LegalEntityDiscountingProvider.
meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
The meta-bean for SabrParametersSwaptionVolatilities.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
The meta-bean for BondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
The meta-bean for BondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
The meta-bean for BondFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
The meta-bean for BondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
The meta-bean for BondFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
The meta-bean for BondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
The meta-bean for CapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
The meta-bean for CapitalIndexedBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
The meta-bean for CapitalIndexedBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
The meta-bean for CapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
The meta-bean for FixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
The meta-bean for FixedCouponBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
The meta-bean for FixedCouponBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
The meta-bean for FixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
The meta-bean for ResolvedBondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
The meta-bean for ResolvedBondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
The meta-bean for ResolvedBondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
The meta-bean for ResolvedBondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The meta-bean for ResolvedCapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
The meta-bean for ResolvedCapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The meta-bean for ResolvedFixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
The meta-bean for ResolvedFixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
The meta-bean for IborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
The meta-bean for IborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
The meta-bean for IborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
The meta-bean for IborCapletFloorletPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
The meta-bean for ResolvedIborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
The meta-bean for ResolvedIborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
The meta-bean for ResolvedIborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.cms.Cms
The meta-bean for Cms.
meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
The meta-bean for CmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
The meta-bean for CmsPeriod.
meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
The meta-bean for CmsTrade.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
The meta-bean for ResolvedCms.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
The meta-bean for ResolvedCmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
The meta-bean for ResolvedCmsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.Cds
The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg
The meta-bean for FeeLeg.
meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
The meta-bean for IndexReferenceInformation.
meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
The meta-bean for PeriodicPayments.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
The meta-bean for ResolvedCds.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
The meta-bean for ResolvedCdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
The meta-bean for SingleNameReferenceInformation.
meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
The meta-bean for ImmutableCdsConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
The meta-bean for ResolvedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
The meta-bean for ResolvedIborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
The meta-bean for ResolvedTermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
The meta-bean for ResolvedTermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
The meta-bean for ImmutableIborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
The meta-bean for ImmutableTermDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.equity.Equity
The meta-bean for Equity.
meta() - Static method in class com.opengamma.strata.product.equity.EquitySecurity
The meta-bean for EquitySecurity.
meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade
The meta-bean for EquityTrade.
meta() - Static method in class com.opengamma.strata.product.fra.Fra
The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
The meta-bean for ResolvedFra.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
The meta-bean for ResolvedFraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
The meta-bean for ImmutableFraConvention.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
The meta-bean for FxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
The meta-bean for FxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
The meta-bean for FxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
The meta-bean for FxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
The meta-bean for FxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
The meta-bean for ResolvedFxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
The meta-bean for ResolvedFxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
The meta-bean for ResolvedFxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
The meta-bean for ResolvedFxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
The meta-bean for ResolvedFxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
The meta-bean for ResolvedFxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
The meta-bean for ResolvedFxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
The meta-bean for ResolvedFxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
The meta-bean for FxSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
The meta-bean for ImmutableFxSwapConvention.
meta() - Static method in class com.opengamma.strata.product.GenericSecurity
The meta-bean for GenericSecurity.
meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
The meta-bean for GenericSecurityTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFuture
The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
The meta-bean for IborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
The meta-bean for IborFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
The meta-bean for IborFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
The meta-bean for ResolvedIborFuture.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
The meta-bean for ResolvedIborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
The meta-bean for ResolvedIborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
The meta-bean for ResolvedIborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
The meta-bean for IborFutureTemplate.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
The meta-bean for ImmutableIborFutureConvention.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
The meta-bean for BulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
The meta-bean for BulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
The meta-bean for ResolvedBulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
The meta-bean for ResolvedBulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
The meta-bean for FixedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
The meta-bean for IborAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
The meta-bean for IborInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation
The meta-bean for IborRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
The meta-bean for InflationEndInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
The meta-bean for InflationEndMonthRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
The meta-bean for InflationInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
The meta-bean for InflationMonthlyRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
The meta-bean for OvernightAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
The meta-bean for OvernightCompoundedRateObservation.
meta() - Static method in class com.opengamma.strata.product.SecurityInfo
The meta-bean for SecurityInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
The meta-bean for SecurityPriceInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityTrade
The meta-bean for SecurityTrade.
meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
The meta-bean for DeliverableSwapFuture.
meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
The meta-bean for DeliverableSwapFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
The meta-bean for DeliverableSwapFutureTrade.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxReset
The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
The meta-bean for ImmutableSwapIndex.
meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
The meta-bean for KnownAmountPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
The meta-bean for KnownAmountSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
The meta-bean for ResolvedDeliverableSwapFuture.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
The meta-bean for ResolvedDeliverableSwapFutureTrade.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
The meta-bean for ResolvedSwap.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
The meta-bean for ResolvedSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
The meta-bean for ResolvedSwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation
The meta-bean for StubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.Swap
The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
The meta-bean for FixedOvernightSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
The meta-bean for ImmutableFixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
The meta-bean for ImmutableFixedOvernightSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
The meta-bean for ImmutableIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
The meta-bean for ImmutableThreeLegBasisSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
The meta-bean for ImmutableXCcyIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
The meta-bean for OvernightRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
The meta-bean for ThreeLegBasisSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
The meta-bean for XCcyIborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
The meta-bean for CashSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement
The meta-bean for PhysicalSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
The meta-bean for ResolvedSwaption.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
The meta-bean for ResolvedSwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
The meta-bean for Swaption.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.TradeInfo
The meta-bean for TradeInfo.
meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
The meta-bean for CashFlowReport.
meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
The meta-bean for ReportCalculationResults.
meta() - Static method in class com.opengamma.strata.report.ReportRequirements
The meta-bean for ReportRequirements.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
The meta-bean for TradeReport.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
The meta-bean for TradeReportColumn.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
The meta-bean for TradeReportTemplate.
metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
 
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
 
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
metaBean() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
metaBean() - Method in class com.opengamma.strata.basics.market.StandardId
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
 
metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
 
metaBean() - Method in class com.opengamma.strata.calc.Column
 
metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
metaBean() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
metaBean() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
metaBean() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
metaBean() - Method in class com.opengamma.strata.calc.runner.Results
 
metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
 
metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
metaBean() - Method in class com.opengamma.strata.collect.result.Failure
 
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
 
metaBean() - Method in class com.opengamma.strata.collect.result.Result
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
 
metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
 
metaBean() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
 
metaBean() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
metaBean() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
metaBean() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
metaBean() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
metaBean() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.Cms
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.Cds
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.equity.Equity
 
metaBean() - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.Fra
 
metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.Swap
 
metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.TradeInfo
 
metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the metadata property.
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Creates the curve metadata for each definition.
metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Returns metadata for the node.
metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
The meta-property for the metadata property.
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the curve metadata.
metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the metadata property.
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve metadata.
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
The meta-property for the metadata property.
metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the surface metadata.
metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
The meta-property for the metadata property.
metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
The meta-bean for FunctionConfig.
metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
The meta-bean for PerturbationMapping.
metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
The meta-bean for PricingRule.
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
The meta-bean for ScenarioMarketDataBox.
metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
The meta-bean for ScenarioValuesList.
metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
The meta-bean for SingleMarketDataBox.
metaSingleScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
The meta-bean for SingleScenarioResult.
metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
min() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the minimum period between the value date and the first future.
minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the minimumPeriod property.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a new array containing the values from this array with the values from the other array subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a new array containing the values from this array with the values from the amount subtracted.
minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount subtracted from each value.
minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.
missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Returns configuration for a function that is used when no function is configured to calculate a value.
MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config
Function used when there is no function registered that can calculate a requested value.
MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping
ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.
MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
 
MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function
Observable market data function that handles data that can't be built because there was no market data rule for the calculation.
MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
 
MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function
Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.
MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
 
MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping
Market data mapping implementation used when there is no mapping for a key.
MissingMappingId - Class in com.opengamma.strata.calc.runner
Market data ID that wraps a key for which there is no market data mapping.
MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for MissingMappingId.
MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function
Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.
MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the modified duration from the conventional real yield using finite difference approximation.
modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the modified duration from the standard yield.
modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the modified duration of the fixed coupon bond product from yield.
modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the modifyingValue property.
MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on moneyness, defined as strike/forward.
MoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on moneyness.
MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for MoneynessStrike.
MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Monthly-IMM' date sequence.
MONTHS - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the number of months relative to a base month - 'Months'.
MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for MultiCurrencyAmount.
MultiCurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
A currency-convertible scenario result for multi-currency amounts, holding one amount for each scenario.
MultiCurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for MultiCurrencyValuesArray.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value multiplied by the specified factor.
multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with each value multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Multiplies the sensitivities in this instance by the specified factor.
multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Multiplies the sensitivities in this builder by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Multiplies the sensitivity values in this instance by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
Mutable builder for sensitivity to a group of curves.
MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an empty instance.
MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivity.
MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivities.
mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Mutates each element in the array using an operator by mutation.
mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds a constant value to each element in the array by mutation.
mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds values in two arrays together, mutating the first array.
mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies each element in the array by a value by mutation.
mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies values in two arrays, mutating the first array.
MX - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MX' - Mexico.
MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MXN' - Mexican Peso.
MY - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the index name, such as 'EUR/GBP-ECB'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the index name, such as 'GBP-LIBOR-3M'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the index name, such as 'GBP-SONIA'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the index name, such as 'GB-HICP'.
name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the name property.
name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the column name.
name() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
Sets the measure name.
name() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(FunctionGroupName) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the name of the curve group.
name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Sets the name of the curve group definition.
name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the name property.
name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the curve name.
name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention name, such as 'USD-European'.
name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the convention name, such as 'GBP-Deposit'.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the name property.
NAME - Static variable in class com.opengamma.strata.product.SecurityAttributeType
Key used to access the name of the security.
name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the index name.
name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the name property.
Named - Interface in com.opengamma.strata.collect.named
A named instance.
NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named
A lookup for named instances.
NATURAL - Static variable in class com.opengamma.strata.calc.config.ReportingCurrency
An instance requesting the "natural" currency of the target.
NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Natural cubic spline interpolator.
NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Natural spline interpolator.
naturalCurrency(CalculationTarget, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Returns the "natural" currency for the specified target.
naturalCurrency(CdsTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
 
naturalCurrency(TermDepositTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
 
naturalCurrency(FraTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
 
naturalCurrency(FxNdfTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
 
naturalCurrency(FxSingleTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
 
naturalCurrency(FxSwapTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
 
naturalCurrency(IborFutureTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
 
naturalCurrency(BulletPaymentTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
 
naturalCurrency(GenericSecurityTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction
 
naturalCurrency(SecurityTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction
 
naturalCurrency(DeliverableSwapFutureTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
 
naturalCurrency(SwapTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
 
naturalCurrency(SwaptionTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
 
NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the nearLeg property.
negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that negates the result of this predicate.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a copy of this Payment with the value negated.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a negative amount.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the negativeRateMethod property.
netAmount(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the net amount of the settlement of the bond trade.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, always returning a date later than the input date.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, always returning a later date.
next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the next date in the sequence after the input date.
nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains an instance that finds the next leap day after the input date.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, returning the input date if it is a date in the sequence.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, returning the input date if it is a business day.
nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains a date adjuster that finds the next leap day on or after the input date.
nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
NL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NL' - Netherlands.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring no holidays and no weekends.
NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used to indicate there are no market data rules for a calculation.
NO_SEASONALITY - Static variable in class com.opengamma.strata.market.view.ForwardPriceIndexValues
The list used when there is no seasonality.
NodalCurve - Interface in com.opengamma.strata.market.curve
A curve based on double nodal points.
NodalCurveDefinition - Interface in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a nodal curve.
NodalSurface - Interface in com.opengamma.strata.market.surface
A surface based on double nodal points.
nodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the nodeIndex property.
nodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the nodeIndices property.
nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes in the curve.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the nodes property.
nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NOK' - Norwegian Krone.
NoMatchingRuleId - Class in com.opengamma.strata.calc.runner
A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.
NoMatchingRuleId.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for NoMatchingRuleId.
NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.calc.marketdata
Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.
nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the nominalPayment property.
nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the nominalPayment property.
nominalPriceFromRealPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the nominal price of the bond from its settlement date and real price.
NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
No specific rule applies.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used where a feed is required but no data is expected to be requested.
NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'None' roll convention.
none() - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that performs no rounding.
NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
An instance that makes no adjustment to the value.
none() - Static method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction
Returns a builder that doesn't build any market data.
none() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time-series provider that is unable to source any time-series.
none() - Static method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Returns a perturbation that returns its input unchanged.
NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows
A cash flows instance to be used when there is no cash flow.
none() - Static method in interface com.opengamma.strata.market.Perturbation
Returns a perturbation that returns its input unchanged.
none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder representing no sensitivity.
NONE - Static variable in class com.opengamma.strata.product.swap.StubCalculation
An instance that has no special rate handling.
noneMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the nonObservables property.
noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and contains no nulls.
noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and contains no nulls.
noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and contains no nulls.
NormalIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in normal or Bachelier model.
NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
Creates an instance.
NormalIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in normal or Bachelier model.
NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
Creates an instance.
NormalIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in normal or Bachelier model.
NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
Creates an instance.
NormalIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.
NormalIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
NormalIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the normal or Bachelier model.
NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Creates an instance.
NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future option.
NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Creates an instance.
normalize(double) - Method in enum com.opengamma.strata.basics.BuySell
Normalizes the specified notional amount using this buy/sell rule.
normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalize() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Normalizes the point sensitivities by sorting and merging, mutating the internal list.
normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Normalizes the point sensitivities by sorting and merging.
normalize() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Normalizes the sensitivities.
normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Normalizes the adjustment.
normalized() - Method in class com.opengamma.strata.basics.date.Tenor
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Normalizes the point sensitivities by sorting and merging.
NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Creates an instance.
NormalSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionCashParYieldTradePricer(NormalSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Creates an instance.
NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a normal model on the swap rate.
NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Creates an instance.
NormalSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in a normal model on the swap rate.
NormalSwaptionPhysicalTradePricer(NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Creates an instance.
NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.index
Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.index
The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.index
Data provider of volatility for Ibor future options in the normal or Bachelier model.
not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate
Returns a predicate that negates the original.
notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not blank.
notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not empty.
notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument iterable is non-null and not empty.
notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and not empty.
notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and not empty.
NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The effective notional, which may be converted from the contract notional in the case of FX reset.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the notional amount, must be non-zero.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the notional property.
notional(CurrencyAmount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
notional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the notional amount used to calculate fee payments.
notional() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the notional property.
notional - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The notional amount used to calculate fee payments.
notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
Sets the notional.
notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
The meta-property for the notional property.
NotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
NotionalExchange.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalExchange.
NotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalExchange.
NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the notional schedule.
notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalSchedule.
notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is greater than zero to within a given accuracy.
notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null.
notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified item is non-null.
notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not equal to zero to within a given accuracy.
nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence after the input date, always returning a date later than the input date.
nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.
nuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the nuSensitivity property.
NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
NZ - Static variable in class com.opengamma.strata.basics.location.Country
The country 'NZ' - New Zealand.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one double.
ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and a double.
ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjDoublePair.
ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one double.
ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one int.
ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and an int.
ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjIntPair.
ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one int.
ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one long.
ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one long.
ObservableId - Interface in com.opengamma.strata.basics.market
A market data identifier that identifies observable data.
ObservableKey - Interface in com.opengamma.strata.basics.market
A market data key that identifies observable data.
ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function
A function for building for items of observable market data.
observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.
observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
The meta-property for the observableRates property.
observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the observables property.
observation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the observation property.
observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX index observation.
observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the observation property.
observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the Ibor index observation to use to determine a rate for the reset period.
observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
The meta-property for the observation property.
observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
Sets the FX index observation.
observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the observation property.
observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the FX index observation.
observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the observation property.
OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of rate observations.
observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Creates an observation object for the specified fixing date.
observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Creates an observation object for the specified fixing date.
of(String) - Static method in enum com.opengamma.strata.basics.BuySell
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains an instance for the specified ISO-4217 three letter currency code.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified currency and amount.
of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from a currency pair.
of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns an array of FX rates for a currency pair.
of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns an array of FX rates for a currency pair.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a currency and amount.
of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from an array of CurrencyAmount objects.
of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a list of CurrencyAmount objects.
of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a map of currency to amount.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with no business day adjustment.
of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with a business day adjustment.
of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Obtains an instance using the specified convention and calendar.
of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
Obtains an instance from the set of standard holiday calendars.
of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Obtains an instance from the specified unique name.
of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period.
of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance from a Period.
of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor.
of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
Obtains an instance from the specified unique name.
of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
Creates an instance from an index and fixing date.
of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
Obtains an instance from the specified unique name.
of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
Creates an instance from an index and fixing date.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Obtains an instance from the specified unique name.
of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Creates an IborRateObservation from an index and fixing date.
of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Obtains an instance from the specified unique name.
of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
Creates an instance from an index and fixing date.
of(String) - Static method in class com.opengamma.strata.basics.location.Country
Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(String) - Static method in enum com.opengamma.strata.basics.LongShort
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.market.FieldName
Obtains an instance from the specified name.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Obtains an instance representing the market FX rate associated with a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Obtains an instance representing the market FX rate associated with a currency pair.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
Obtains an instance from a valuation date and map of values.
of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Obtains an instance from a map of reference data.
of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Obtains an instance from a single reference data entry.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData
Obtains an instance from a valuation date and map of values.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>, Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.basics.market.MarketData
Obtains an instance from a valuation date, map of values and time-series.
of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed
Obtains an instance from the specified name.
of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.ReferenceData
Obtains an instance from a map of reference data.
of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified value.
of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified market data values, one for each scenario.
of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified market data values, one for each scenario.
of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
Obtains an instance containing the specified values.
of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
Obtains an instance containing the specified values.
of(T) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Obtains an instance containing a single market data value.
of(String, String) - Static method in class com.opengamma.strata.basics.market.StandardId
Obtains an instance from a scheme and value.
of(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.PutCall
Obtains an instance from the specified unique name.
of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance from a Period.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on a stub convention and end-of-month flag.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on roll and stub conventions.
of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the specified unique name.
of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from the adjusted and unadjusted dates.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from two dates.
of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Obtains an instance from the specified unique name.
of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
Obtains an instance from a value and array of derivatives.
of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from a single value that does not change over time.
of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified schedule period index.
of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified date.
of(PricingRules, MarketDataRules) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying all the rules, using the "natural" reporting currency.
of(PricingRules, MarketDataRules, ReportingCurrency) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying all the rules.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a calculation runner capable of performing calculations, specifying the executor.
of(Measure) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure.
of(Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining the reporting currency.
of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining the column name.
of(Measure, String, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining the column name and reporting currency.
of(String) - Static method in class com.opengamma.strata.calc.ColumnName
Obtains an instance from the specified name.
of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
Obtains an instance that always returns the specified mappings.
of(Class<? extends CalculationFunction<T>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Obtains an instance for a function that does not contain any constructor arguments.
of(String) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
Returns a measure with the specified name whose values will be automatically converted to the reporting currency.
of(String, boolean) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure
Returns a measure with the specified name.
of(String) - Static method in interface com.opengamma.strata.calc.config.Measure
Obtains an instance from the specified unique name.
of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and arguments.
of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and no arguments.
of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Obtains an instance based on the specified individual rules.
of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Obtains an instance based on the specified individual rules.
of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName
Obtains an instance from the specified name.
of(PricingRule<?>...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Obtains an instance based on the specified individual rules.
of(List<PricingRule<?>>) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Obtains an instance based on the specified individual rules.
of(Currency) - Static method in class com.opengamma.strata.calc.config.ReportingCurrency
Obtains an instance requesting the specified currency.
of(String) - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
Obtains an instance from the specified unique name.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
Obtains an instance returning the specified mappings for any of the target types.
of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules
Obtains an instance returning the specified mappings for any of the target types.
of(CalculationEnvironment, MarketDataMappings) - Static method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
Obtains an instance from an underlying market data environment and mappings.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance from a set of targets, columns and rules.
of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance containing a single market data ID.
of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a mapping containing a single perturbation.
of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.
of(CalculationTarget, Measure, int, int, CalculationFunction<? extends CalculationTarget>, MarketDataMappings, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
Obtains configuration for a task that will calculate a value for a target.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a calculation task runner capable of performing calculations, specifying the executor.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of targets, columns and rules.
of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of tasks and columns.
of(Currency, DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Obtains an instance from the specified currency and array of values.
of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Obtains an instance from the specified list of amounts.
of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Obtains an instance using a function to create the entries.
of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Obtains an instance from the specified array of values.
of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Obtains an instance from the specified list of values.
of(int, IntFunction<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Obtains an instance using a function to create the entries.
of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from the amounts.
of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from the list of amounts.
of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Obtains an instance using a function to create the entries.
of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
Returns a rate provider which uses rates from the scenario at the specified index in the market data.
of(T...) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Obtains an instance from the specified array of values.
of(List<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Obtains an instance from the specified list of values.
of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Obtains an instance using a function to create the entries.
of(int, T) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
Obtains an instance from a single result and scenario count.
of(DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
Obtains an instance from the specified array of values.
of(List<Double>) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
Obtains an instance from the specified list of values.
of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
Obtains an instance using a function to create the entries.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
Returns an ID wrapping a market data key for which there was no mapping.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results
Returns a set of results for some calculations.
of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
Obtains an instance from an underlying set of market data and scenario index.
of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an empty immutable array.
of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with a single value.
of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with two values.
of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with three values.
of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with four values.
of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with five values.
of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with six values.
of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with seven values.
of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with eight values.
of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with more than eight values.
of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with entries filled using a function.
of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an empty instance.
of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an immutable array with the specified size and values.
of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified source as a CSV file.
of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
Creates an instance from a list of headers and rows.
of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
Obtains an instance, specifying the map of section to properties.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
Parses the specified source as an INI file.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
Parses the specified source as a properties file.
of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map.
of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map allowing for multiple values for each key.
of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a string locator.
of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream over the entries in the map.
of(Collection<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the values are taken from a collection and the keys are created by applying a function to each value.
of(Stream<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the values are taken from a stream and the keys are created by applying a function to each value.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
Obtains an extended enum instance.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a half-open range of dates, including the start and excluding the end.
of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a success Result wrapping the value produced by the supplier.
of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Obtains a point from date and value.
of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains a time-series containing a single date and value.
of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from two double elements.
of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from an int and a double.
of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a long and a double.
of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from an Object and a double.
of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from an Object and an int.
of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
Obtains a pair inferring the types.
of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
Obtains a triple inferring the types.
of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns FX rate configuration built using the data in the map.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Returns a mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Returns a mapping that accepts a IborIndexCurveKey and returns a IborIndexCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Returns a mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
Returns a mapping that accepts a PriceIndexCurveKey and returns a PriceIndexCurveId with the name of the curve group that is the source of the curve.
of() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
Obtains the standard instance.
of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
Returns a filter matching curves with the specified name.
of(Index) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
Returns a filter matching a curve for the specified index.
of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
Returns a filter which matches curves with the specified currency.
of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and trade info plugin.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and plugins.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and plugins.
of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Obtains an instance from the specified unique name.
of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a single cash flow.
of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a list of cash flows.
of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Obtains an instance from a swap leg and amount.
of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
Creates a curve as the sum of a fixed curve and a spread curve.
of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Obtains an instance from a multiple sensitivity entries.
of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Obtains an instance from the curve metadata, currency and sensitivity.
of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a curve group containing the specified curves.
of(CurveGroupName, Collection<CurveGroupEntry>, Collection<NodalCurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a curve group definition with the specified name and containing the specified entries.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
Obtains an instance from the specified name.
of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs
Returns a CurveInputs instance containing the specified market data.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
Obtains an instance from the specified name.
of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
Obtains an instance, specifying the name and parameter count.
of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Obtains an instance from the curve metadata and sensitivity.
of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with metadata.
of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Creates an instance of the par rates.
of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Creates an instance of the par rates.
of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Obtains an instance from the curve order and Jacobian matrix.
of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Creates node metadata using date and label.
of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Creates node metadata using date and tenor.
of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Creates node metadata using date, tenor and label.
of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Creates node metadata using date and year-month.
of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Creates node metadata using date, year-month and label.
of(LocalDate) - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate
Obtains an instance specifying a fixed date.
of(String) - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
Obtains an instance from the specified unique name.
of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.
of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(FixedIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.
of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.
of(FixedOvernightSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.
of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template and rate key.
of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
of(FraTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys.
of(FxSwapTemplate, ObservableKey, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template and rate key.
of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
of(IborFixingDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template and rate key.
of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
of(IborFutureTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(IborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template and rate key.
of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
of(TermDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
of(ThreeLegBasisSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template and rate.
of(ThreeLegBasisSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
of(ThreeLegBasisSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(XCcyIborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
Obtains an instance from the specified name.
of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
Creates an instance from a populated map.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group.
of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId
Returns an ID for the input data used when calibrating the specified curve.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Obtains an ID used to find the discount factor curve associated with a currency.
of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Obtains an ID used to find the discount factor curve associated with a currency.
of(IborIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for the curve for the specified index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
Creates an instance based on the reference information.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
Creates an instance based on a currency.
of(OvernightIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(PriceIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
Returns an ID for the curve for the specified index.
of(PriceIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
Returns an ID for the curve for the specified index.
of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.
of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.
of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote.
of(IborIndex) - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
Obtains an ID used to find swaption volatilities based on Fixed-Ibor swaps.
of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Obtains an instance from the specified unique name.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
Returns a key identifying a curve group by name.
of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
Returns a key identifying a curve group by name.
of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey
Returns an key identifying the input data used when calibrating the specified curve.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
Obtains an instance used to find the discount curve associated with a currency.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
Obtains an instance used to obtain the forward curve associated with an Ibor index.
of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain the market value associated with an index.
of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain a specific field associated with an index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
Creates an instance based on the reference information.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
Creates an instance based on a currency.
of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
Creates a key to obtain the forward curve associated with an index.
of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain the market value associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain a specific field associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Returns a key identifying the market data with the specified ID and field name.
of(QuoteKey) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Returns a key identifying the same market data as the quote key.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
Obtains a key used to find swaption volatilities based on Fixed-Ibor swaps.
of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
Obtains an instance of Delta with the value of absolute delta.
of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness with the value of log-moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness with the value of moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
Obtains an instance of Strike with the value of strike.
of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
Obtains an instance from the specified name.
of(SecurityId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Obtains an instance based on the security ID.
of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains an instance from the observation, reference currency and sensitivity value.
of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.
of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Obtains an instance based on the currency pair, specifying the sensitivity currency.
of(IborIndex, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Obtains an instance, specifying sensitivity currency.
of(IborIndex, ZonedDateTime, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
Obtains an instance based on the index.
of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an instance based on the index.
of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an instance based on the index, specifying the sensitivity currency.
of(IborIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, legal entity group and value.
of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and legal entity group.
of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from a list of sensitivity entries.
of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, bond group and value.
of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and bond group.
of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, bond group and value.
of(List<SwaptionSabrSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Obtains an instance with the specified sensitivities.
of(SwaptionSabrSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
Obtains an instance with the specified sensitivity.
of(FixedIborSwapConvention, ZonedDateTime, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Obtains an instance from the specified elements.
of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Obtains an instance from the specified elements.
of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains an instance from the curve currency, date and value.
of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency and value.
of(String) - Static method in enum com.opengamma.strata.market.ShiftType
Obtains an instance from the specified unique name.
of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Creates an interpolated surface with metadata.
of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Creates node metadata using year fraction, strike and currency pair.
of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Creates node using year fraction, strike, label and currency pair.
of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Creates node metadata using year fraction and strike.
of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Creates node using year fraction, strike and label.
of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Creates node metadata using swap convention, year fraction and strike.
of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Creates node using swap convention, year fraction, strike and label.
of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Obtains an instance from a multiple sensitivity entries.
of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Obtains an instance from the surface metadata, currency and sensitivity.
of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
Obtains an instance from the specified name.
of(SurfaceUnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Obtains an instance from a multiple sensitivity entries.
of(List<? extends SurfaceUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(SurfaceMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Obtains an instance from the surface metadata and sensitivity.
of(String) - Static method in class com.opengamma.strata.market.value.BondGroup
Obtains an instance from the specified name.
of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
Creates an instance of the recovery rate.
of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup
Obtains an instance from the specified name.
of(DoubleArray) - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
Obtains an instance wrapping a set of quotes.
of(String) - Static method in class com.opengamma.strata.market.ValueType
Obtains an instance from the specified name.
of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.DiscountFactors
Obtains an instance from a curve.
of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Obtains an instance based on two discount factors, one for each currency.
of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Obtains an instance based on discount factors and historic fixings.
of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Obtains an instance based on discount factors and historic fixings.
of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Obtains an instance based on discount factors and historic fixings.
of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Obtains an instance based on a curve with no seasonality adjustment.
of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Obtains an instance based on a curve with seasonality adjustment.
of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
Obtains an instance from a curve and time-series of fixings.
of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Obtains an instance based on discount factors and legal entity group.
of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
Obtains an instance from a curve and time-series of fixings.
of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Obtains an instance based on discount factors and bond group.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Obtains an instance based on a discount factor curve.
of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Obtains an instance from a curve, with an empty time-series of fixings.
of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Obtains an instance from a curve and time-series of fixing.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Obtains an instance based on a zero-rates curve.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Obtains an instance based on a zero-rates curve.
of(InterpolatedNodalSurface, SecurityId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Obtains an instance based on a surface.
of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(double, double, int) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
Obtains an instance specifying tolerances to use.
of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
Obtains an instance specifying tolerances and measures to use.
of(ImmutableRatesProvider, CurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
Obtains a generator from an existing provider and definition.
of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
Obtains a calibrator for a specific type of trade.
of(CurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
Obtains an instance, specifying market quotes measures to use and calibrator.
of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
Obtains a calibrator for a specific type of trade.
of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Obtains an instance based on a curve.
of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Obtains an instance based on a surface.
of(String, List<SmileDeltaParameters>) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from a set of smile descriptions.
of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.
of(String, DoubleArray, DoubleArray, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values and volatilities.
of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.
of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
Obtains an instance.
of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Obtains an instance from volatility.
of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
Obtains an instance.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Obtains an instance based on a surface.
of(MarketData) - Static method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
Obtains an instance from an underlying set of market data.
of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(SabrInterestRateParameters, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
of(SabrInterestRateParameters, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Obtains an instance from the SABR model parameters and the date, time and zone for which it is valid.
of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Obtains an instance from the specified unique name.
of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg with no pay leg.
of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Obtains the type from a unique name.
of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg with no pay leg.
of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Obtains an instance from the specified unique name.
of(TradeInfo, Cds) - Static method in class com.opengamma.strata.product.credit.CdsTrade
Obtains an instance of a CDS trade.
of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg
Creates a fee leg from the fee and payments.
of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Creates an instance.
of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
Creates an instance.
of(TradeInfo, ResolvedCds) - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Obtains an instance of a resolved CDS trade.
of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Creates an instance.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Obtains an instance from the specified unique name.
of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Obtains an instance of an Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Obtains an instance of a resolved Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Obtains an instance of a resolved Term Deposit trade.
of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Obtains an instance of a Term Deposit trade.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Obtains a convention based on the specified index.
of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Obtains an instance from the specified unique name.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Obtains a template based on the specified period and convention.
of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Obtains an instance from the specified unique name.
of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
Obtains an instance of a FRA trade.
of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Obtains an instance of a resolved FRA trade.
of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains a convention based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Obtains a convention based on the specified index.
of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date.
of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate.
of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate, specifying a date adjustment.
of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Obtains an instance of a foreign exchange trade.
of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap from two transactions.
of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Obtains an instance of an FX swap trade.
of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle using a rate.
of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Obtains an instance of a resolved single FX trade.
of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap from two legs.
of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Obtains an instance of a resolved FX swap trade.
of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Obtains an instance from the specified unique name.
of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified period and convention.
of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified periods and convention.
of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair and spot date offset.
of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
Obtains an instance from security information, tick size and tick value.
of(TradeInfo, GenericSecurity, long, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Obtains an instance from trade information, security, quantity and price.
of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Obtains an instance from the specified unique name.
of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Obtains a template based on the specified convention.
of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Creates a convention based on the specified index and the sequence of dates.
of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Obtains an instance of a Bullet Payment trade.
of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Obtains an instance of a resolved bullet payment.
of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Obtains an instance of a resolved Bullet Payment trade.
of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
Creates an instance.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Creates an instance from the individual fixings.
of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Creates an instance from two indices and fixing date.
of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Creates an instance from the two underlying index observations.
of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
Creates an instance from an index and fixing date.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
Creates an instance from the underlying index observation.
of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Creates an instance from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Creates an instance from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Creates an instance from an index and accrual period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Creates an instance from an index, accrual period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Creates an instance from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Creates an instance from an index, period dates and rate cut-off.
of(String) - Static method in class com.opengamma.strata.product.SecurityAttributeType
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
Creates an instance from a standard two-part identifier.
of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier, tick size and tick value.
of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier and pricing info.
of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size and tick value.
of(double, CurrencyAmount, int) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size, tick value and contract size.
of(TradeInfo, SecurityId, long, double) - Static method in class com.opengamma.strata.product.SecurityTrade
Obtains an instance from trade information, identifier, quantity and price.
of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Obtains an instance from the specified unique name.
of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Obtains an instance from the specified unique name.
of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
Obtains an instance from the observation and reference currency.
of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Obtains a rate calculation for the specified index.
of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Obtains an instance from the specified name, time and template.
of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Obtains an instance from the specified unique name.
of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Creates a NotionalExchange from the date and amount.
of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Obtains an instance from the specified unique name.
of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Obtains an instance from the specified unique name.
of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Creates a swap from one or more swap legs.
of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Obtains an instance of a resolved Swap trade.
of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Obtains the type from a unique name.
of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
Obtains an instance of a Swap trade.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Obtains a convention based on the specified parameters.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Obtains a convention based on the specified index.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a convention based on the specified index, specifying the accrual method.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Obtains an instance of a resolved Swaption trade.
of(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Obtains an instance from the specified unique name.
of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Obtains an instance of a Swaption trade.
of(String) - Static method in class com.opengamma.strata.product.TradeAttributeType
Obtains an instance from the specified name.
of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an instance with the specified trade date.
of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of evaluating a token against an object.
of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
Obtains settings from category and formatter.
of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
Obtains an instance from the valuation date, trades, columns and results.
of(LocalDate, List<Trade>, List<Column>, Results, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults
Obtains an instance from the valuation date, trades, columns, results and reference data.
of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements
Obtains an instance from the columns.
of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements
Obtains an instance from the columns.
of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a new trade report.
ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell
Converts a boolean "is buy" flag to the enum value.
ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and no attributes.
ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and attributes.
ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a fully qualified resource name.
ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a URL.
ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a closed range of dates, including the start and end.
ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and no attributes.
ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and attributes.
ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the currency.
ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Creates a curve group using a curve group definition and some existing curves.
ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Creates a curve group using a curve group definition and a list of existing curves.
ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-month.
ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-week.
ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of days.
ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of days.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance that rounds to the specified number of decimal places.
ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that rounds to the specified number of decimal places.
ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying an amount to add to the base value.
ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor, adding it to the base value.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a File.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with a single fixed rate.
ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.
ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using forward points.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using forward points, specifying a date adjustment.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap using forward points.
ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance from the number of decimal places and fraction.
ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance from the number of decimal places and fraction.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with a single floating rate.
ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last business day of month convention.
ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last day of month convention.
ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort
Converts a boolean "is long" flag to the enum value.
ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of months.
ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of months.
ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor to apply to the base value.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a standard multi-threaded calculation runner capable of performing calculations.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a standard multi-threaded calculation task runner capable of performing calculations.
ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.
ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from a Pair.
ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from a Pair.
ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from a Pair.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be paid.
ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a boolean "is pay" flag to the enum value.
ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance for a period observation of the index from the observation and sensitivity value.
ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall
Converts a boolean "is put" flag to the enum value.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be received.
ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance that replaces the base value.
ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(T...) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a signed amount to the enum value.
ofSingleValue(T) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a single market data value that is used in all scenarios.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness from the strike and forward.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness from the strike and forward.
ofTargetTypes(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns set a of market data rules matching any target which is an instance of any of the target types.
ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
Obtains a 'Term' instance based on a single period.
ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by wrapping an array.
ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance by wrapping a double[][].
ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of weeks.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of weeks.
ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of years.
ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of years.
onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream
 
ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '1/1' day count, which always returns a day count of 1.
openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Opens a list entry to be populated.
or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if either predicates returns true.
order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the order property.
orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Obtains an ordered list of resource locators.
outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the currencies used in the calculation results.
outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the outputCurrencies property in the builder from an array of objects.
outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the outputCurrencies property.
outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the outputCurrencies property.
overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range overlaps any dates in the specified range.
OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
The method of accruing interest based on an Overnight index.
OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedRateObservation.
OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedRateObservation.
OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightCompoundedRateObservation.
OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightCompoundedRateObservation.
OvernightIndex - Interface in com.opengamma.strata.basics.index
An Overnight index, such as Sonia or Eonia.
overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Overnight index forward curve to the provider.
overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
OvernightIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for an OvernightIndex.
OvernightIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for OvernightIndexCurveId.
OvernightIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for an Overnight index.
OvernightIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for OvernightIndexCurveKey.
OvernightIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.
OvernightIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for OvernightIndexCurveMapping.
OvernightIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the forward curve of an Overnight index.
OvernightIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
OvernightIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of an Overnight index.
OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for OvernightIndexObservation.
OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for OvernightIndexObservation.
OvernightIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an Overnight index.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Overnight index.
OvernightIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Overnight rate indices.
OvernightRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for OvernightRateCalculation.
OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for OvernightRateSensitivity.
OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightRateSwapLegConvention.
overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first schedule period, overriding normal schedule generation.
overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the overrideStartDate property.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 12 months (1 year).
P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 13 weeks (91 days).
P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of one day.
P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 month.
P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 week (7 days).
P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 26 weeks (182 days).
P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 months.
P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 weeks (14 days).
P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 3 months.
P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 months.
P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 weeks (28 days).
P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 52 weeks (364 days).
P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 6 months.
pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
The meta-property for the pair property.
Pair<A,B> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two elements.
Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Pair.
pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.
pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing pairs.
PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the par rate of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the par spread of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
The par spread instance, which is the default used in curve calibration.
parallel() - Method in class com.opengamma.strata.collect.MapStream
 
ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb
A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for ParallelShiftedCurve.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Applies a parallel shift to all the nodes.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Applies a parallel shift to all the nodes.
parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the parameterCount property.
parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the parameterMetadata property.
parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the metadata about the parameters.
parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the parameterMetadata property in the builder from an array of objects.
parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the metadata about the parameters.
parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the parameterMetadata property in the builder from an array of objects.
parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the parameterMetadata property.
parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the log-normal volatility surface.
parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the parameters property.
parameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the parameters property.
parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the normal volatility surface.
parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the parameters property.
parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the parameters property.
parameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the sensitivity of the y-value with respect to the curve parameters.
parRate(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the par rate of the expanded CDS product.
parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par rate of the FRA product.
parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the par rate of the Ibor future product.
parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par rate for swaps with a fixed leg.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the parRates property.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the parRates property.
parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate sensitivity to the curves.
parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the par rate curve sensitivity.
parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par rate curve sensitivity of the FRA product.
parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par rate curve sensitivity for a swap with a fixed leg.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
Parses a formatted string representing the tenor.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country
Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.market.StandardId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Parses a DoublesPair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Parses an IntDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Parses a LongDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.product.SecurityId
Parses an StandardId from a formatted scheme and value.
parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustableDate' to an AdjustableDate.
parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BuyerSeller.model' to a BuySell.
parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Currency' to a Currency.
parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Money' to a CurrencyAmount.
parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'date' to a LocalDate.
parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'DayCountFraction' to a DayCount.
parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'decimal' to a double.
parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency to a Frequency.
parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex.model' to an Index.
parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'PayerReceiver.model' to a PayReceive.
parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Period' to a Period.
parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.
parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'hourMinuteTime' to a LocalTime.
parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Parses a string into the corresponding root type.
parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Parses a single FpML format trade.
parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
Parses trade information from the FpML document.
parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Parses the trade header element.
parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Parses FpML from the specified source, extracting the trades.
parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Parses the FpML document extracting the trades.
parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade.
parSpread(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
Calculate par spread on the specified valuation date.
parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread of the FRA product.
parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
The par spread is the spread that should be added to the FX points to have a zero value.
parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread.
parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par spread for swaps.
parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade.
parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread curve sensitivity of the FRA product.
parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread sensitivity to the curves.
parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par spread curve sensitivity for a swap.
parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade with z-spread.
parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade with z-spread.
partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The pay-off rate, which includes adjustments like weighting, spread and gearing.
PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
Whether the entry is being paid or received.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ResolvedCds
Whether the accrued premium is paid in the event of a default.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the payAccruedOnDefault property.
payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the payLeg property.
Payment - Class in com.opengamma.strata.basics.currency
A single payment of a known amount on a specific date.
payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
Sets the payment to be made.
payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the payment property.
Payment.Builder - Class in com.opengamma.strata.basics.currency
The bean-builder for Payment.
Payment.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for Payment.
PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The currency of the payment.
PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, adjusted to be a valid business day if necessary.
PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment events.
PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment periods.
paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
Sets the amount of the notional exchange.
paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the paymentAmount property.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentBusinessDayAdjustment property.
paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the date that the payment is made.
paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
Sets the date that the payment is made.
paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the paymentDateAdjustment property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the payment date from the start date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
PaymentEvent - Interface in com.opengamma.strata.product.swap
A payment event, where a single payment is made between two counterparties.
PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment events.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the additional payment events that are associated with the swap leg.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment events that are associated with the swap leg.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the periodic frequency defining when payments are made.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the payment frequency.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the nominal period between premium payments, such as 3 months or 6 months.
paymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the paymentInterval property.
paymentInterval - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The nominal period between premium payments, such as 3 months or 6 months.
PaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment.
PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment periods.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentRelativeTo property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the payment period schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for PaymentSchedule.
PayReceive - Enum in com.opengamma.strata.basics
Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets whether the payment is to be paid or received.
payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the payReceive property.
peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PEN' - Peruvian Nuevo Sol.
period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the period to be added.
period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the period property.
PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
A convention defining how a period is added to a date.
PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard period addition conventions.
PeriodAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for PeriodAdjustment.
periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodic payments of the product.
periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the periodicPayments property.
periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodic payments of the product.
periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the periodicPayments property.
periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
Sets the periodic schedule of payments.
periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
The meta-property for the periodicPayments property.
PeriodicPayments - Class in com.opengamma.strata.product.credit
Specifies a periodic schedule of fixed amounts
PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for PeriodicPayments.
PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for PeriodicPayments.
PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
Definition of a periodic schedule.
PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for PeriodicSchedule.
periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the index of the schedule period boundary at which the change occurs.
periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the periodIndex property.
periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the historic or forward rate at the specified fixing period.
periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the schedule periods.
periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periods property in the builder from an array of objects.
periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the periods property.
periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the end date.
periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToEnd property.
periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the far date.
periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToFar property.
periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the near date.
periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToNear property.
periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets perturbation that should be applied to market data as part of a scenario.
perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the perturbation property.
Perturbation<T> - Interface in com.opengamma.strata.market
Describes a perturbation applied to a single piece of data as part of a scenario.
PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario
Contains a market data perturbation and a filter that decides what market data it applies to.
PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario
The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario
The meta-bean for PerturbationMapping.
PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PHP' - Philippine Peso.
PhysicalSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for PhysicalSettlement.
PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PKR' - Pakistani Rupee.
PL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PL' = Poland.
PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PLN' - Polish Zloty.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a new array containing the values from this array added to the values in the other array.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a new array containing the values from this array with the values from the amount added.
plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount added to each value.
plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is the sum of the matching values in this array and the other array.
plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is the sum of the matching values in this array and the other matrix.
PointSensitivities - Class in com.opengamma.strata.market.sensitivity
A collection of point sensitivities.
PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for PointSensitivities.
PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
Point sensitivity.
PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
Builder used to create point sensitivities.
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a positive amount.
PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Preceding' convention which adjusts to the previous business day.
predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Predicate interface.
premium(Payment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the premiumStyle property.
PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the present value of the calculation target.
PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The present value.
PRESENT_VALUE_MULTI_CCY - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the present value of the calculation target.
presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the presentValue property.
presentValue(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Calculates the present value of the bond future trade from the current price.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the underlying future price.
presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the current option price.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade.
presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade.
presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value of the bond.
presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade.
presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product.
presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade.
presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value of the cap/floor leg.
presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value of the cap/floor product.
presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the present value of the Ibor cap/floor trade.
presentValue(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value of the CMS leg.
presentValue(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value of the CMS product.
presentValue(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value of the CMS trade.
presentValue(ResolvedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the present value of the expanded CDS product.
presentValue(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the present value of the expanded CDS product.
presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value of the Ibor fixing deposit product.
presentValue(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value of the Ibor fixing deposit trade.
presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment with z-spread by discounting.
presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value of the FRA product.
presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value of the FRA trade.
presentValue(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value of the foreign exchange vanilla option product.
presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the present value of the foreign exchange vanilla option trade.
presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value of the NDF product.
presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the present value of the FX product by discounting each payment in its own currency.
presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value of the FX swap product.
presentValue(ResolvedIborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Calculates the present value of the Ibor future trade from the current price.
presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the current option price.
presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade.
presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the underlying future price.
presentValue(ResolvedDeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Calculates the present value of the deliverable swap futures trade from the current price.
presentValue(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the present value of the deliverable swap futures trade.
presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg, converted to the specified currency.
presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg.
presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product, converted to the specified currency.
presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product.
presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade, converted to the specified currency.
presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the present value of a single payment event.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a single payment period.
presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value of the swaption product.
presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value delta of the cap/floor leg.
presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value delta of the cap/floor product.
presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value delta of the swaption.
presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value delta of the swaption.
presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade from the clean price.
presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value gamma of the cap/floor leg.
presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value gamma of the cap/floor product.
presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value gamma of the swaption.
presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value gamma of the swaption.
presentValueSensitivity(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the bond future option trade.
presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade.
presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value sensitivity of the bond product.
presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the bond trade.
presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond product.
presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade.
presentValueSensitivity(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value curve sensitivity of the cap/floor leg.
presentValueSensitivity(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value curve sensitivity of the cap/floor product.
presentValueSensitivity(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the present value curve sensitivity of the Ibor cap/floor trade.
presentValueSensitivity(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value curve sensitivity of the CMS leg.
presentValueSensitivity(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value curve sensitivity of the CMS product.
presentValueSensitivity(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value curve sensitivity of the CMS trade.
presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value sensitivity of the Ibor fixing product.
presentValueSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value sensitivity of the Ibor fixing deposit trade.
presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment with z-spread.
presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value sensitivity of the FRA product.
presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value sensitivity of the FRA trade.
presentValueSensitivity(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value sensitivity of the foreign exchange vanilla option product.
presentValueSensitivity(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the present value sensitivity of the foreign exchange vanilla option trade.
presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value curve sensitivity of the NDF product.
presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Compute the present value curve sensitivity of the FX product.
presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value sensitivity of the FX swap product.
presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the Ibor future option trade.
presentValueSensitivity(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the present value sensitivity of the deliverable swap futures trade.
presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value sensitivity of the swap leg.
presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product.
presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product converted in a given currency.
presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value sensitivity of the swap trade.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the present value sensitivity of a single payment event.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value sensitivity of a single payment period.
presentValueSensitivity(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing.
presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityBlackVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityBlackVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
presentValueSensitivityHullWhiteParameter(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityHullWhiteParameter(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityHullWhiteParameter(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing.
presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
presentValueSensitivitySabrParameter(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivitySabrParameter(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivitySabrParameter(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption.
presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption.
presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value volatility sensitivity of the cap/floor leg.
presentValueSensitivityVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value volatility sensitivity of the cap/floor product.
presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade with z-spread.
presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value sensitivity of the bond product with z-spread.
presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the bond trade with z-spread.
presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value theta of the cap/floor leg.
presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value theta of the cap/floor product.
presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value theta of the foreign exchange vanilla option product.
presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value vega of the foreign exchange vanilla option product.
presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade with z-spread.
presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value of the bond product with z-spread.
presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade with z-spread.
presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product with z-spread.
presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread.
previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, always returning an earlier date.
previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the previous date in the sequence after the input date.
previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, returning the input date if it is a business day.
price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the price.
price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price.
price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product.
price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product based on the price of the underlying future.
price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the price of the bond future option trade.
price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product.
price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade.
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
price(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
Calculate present value on the specified valuation date.
price(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the price of the foreign exchange vanilla option product.
price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price of the Ibor future product.
price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price of the Ibor future product.
price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the price of the Ibor future option trade.
price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product.
price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product based on the price of the underlying future.
price(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Calculates the price of the deliverable swap futures product.
price(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the price of the underlying deliverable swap futures product.
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the clean price at which the bond was traded.
price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the clean price at which the bond was traded.
price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the price that was traded, which is the clean price.
price() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the price that was traded.
price() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the price that was traded.
price() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the price that was traded.
price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the price agreed when the trade occurred.
price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
The meta-property for the price property.
PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the price delta.
priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price delta.
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the price gamma.
priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price gamma.
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
PriceIndex - Interface in com.opengamma.strata.basics.index
An index of prices.
PriceIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for a PriceIndex.
PriceIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for PriceIndexCurveId.
PriceIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for a PriceIndex.
PriceIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for PriceIndexCurveKey.
PriceIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a PriceIndexCurveKey and returns a PriceIndexCurveId with the name of the curve group that is the source of the curve.
PriceIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for PriceIndexCurveMapping.
PriceIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of a Price index.
PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for PriceIndexObservation.
PriceIndexValues - Interface in com.opengamma.strata.market.view
Provides access to the values of a price index.
priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the priceIndexValues property.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
priceIndexValues(PriceIndexValues...) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds price index values to the provider.
priceIndexValues(Map<? extends PriceIndex, ? extends PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds price index values to the provider.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the values for an Price index.
PriceIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard price indices.
priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the priceInfo property.
priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the information about the security price.
prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product.
priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Calculates the price sensitivity of the deliverable swap futures product.
priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
priceSensitivityHullWhiteParameter(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on curves.
priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on curves.
priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product with z-spread.
priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the price theta.
priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price theta.
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the price vega.
priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price vega.
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product with z-spread.
priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade with z-spread.
PricingException - Exception in com.opengamma.strata.pricer
Exception thrown when pricing fails.
PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message.
PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message and cause.
PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Single pricing rule that specifies the function group and parameters that should be used to calculate the value of a measure for a target.
PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for PricingRule.
PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Mutable builder for building instances of PricingRule.
pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the rules defining how calculations should be performed.
pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the pricingRules property.
pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the pricing rules that apply to this column, merged with the default rules.
pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the pricingRules property.
PricingRules - Interface in com.opengamma.strata.calc.config.pricing
Pricing rules specify how a measure should be calculated for a target.
pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents
Returns the standard pricing rules.
product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the product property.
product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the product property.
product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the product property.
product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the product property.
product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the resolved fixed coupon bond product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the product property.
product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the cap/floor product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the product property.
product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the resolved Ibor cap/floor product.
product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the product property.
product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the CMS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the product property.
product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the resolved CMS product.
product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the product property.
product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the credit default swap that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the product property.
product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the resolved CDS product.
product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the product property.
product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the resolved Ibor Fixing Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the resolved Term Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the term deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the product property.
product(Equity) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the equity that was traded.
product() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the FRA product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the product property.
product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the resolved FRA product.
product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the product property.
product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the product property.
product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the FX swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the product property.
product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the resolved Non-Deliverable Forward (NDF) product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the product property.
product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the resolved single FX product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the product property.
product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the resolved FX swap product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the product property.
product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
Sets the resolved vanilla FX option product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the product property.
product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the product property.
product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the product property.
product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the product property.
product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the product property.
product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the resolved bullet payment product.
product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the product property.
Product - Interface in com.opengamma.strata.product
The product details of a financial instrument.
product(DeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the product property.
product(ResolvedDeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
The meta-property for the product property.
product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the resolved Swap product.
product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the product property.
product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the product property.
product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the resolved Swaption product.
product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the swaption product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the product property.
PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Product polynomial extrapolator.
ProductTrade - Interface in com.opengamma.strata.product
A trade that is directly based on a product.
PropertiesFile - Class in com.opengamma.strata.collect.io
A properties file.
property(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
 
property(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
property(String) - Method in class com.opengamma.strata.basics.currency.Payment
 
property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
property(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
property(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
property(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
property(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
property(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
property(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
property(String) - Method in class com.opengamma.strata.basics.market.StandardId
 
property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
 
property(String) - Method in class com.opengamma.strata.calc.CalculationRules
 
property(String) - Method in class com.opengamma.strata.calc.Column
 
property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
property(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
property(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
property(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
property(String) - Method in class com.opengamma.strata.calc.runner.Results
 
property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
property(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
property(String) - Method in class com.opengamma.strata.collect.io.XmlElement
 
property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
property(String) - Method in class com.opengamma.strata.collect.result.Failure
 
property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
 
property(String) - Method in class com.opengamma.strata.collect.result.Result
 
property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
 
property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
property(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.QuoteId
 
property(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
 
property(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
property(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
property(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
property(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
property(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
property(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
property(String) - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
property(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
property(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
property(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFuture
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
property(String) - Method in class com.opengamma.strata.product.cms.Cms
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
property(String) - Method in class com.opengamma.strata.product.credit.Cds
 
property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg
 
property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
property(String) - Method in class com.opengamma.strata.product.equity.Equity
 
property(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade
 
property(String) - Method in class com.opengamma.strata.product.fra.Fra
 
property(String) - Method in class com.opengamma.strata.product.fra.FraTrade
 
property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
property(String) - Method in class com.opengamma.strata.product.fx.FxNdf
 
property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSingle
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSwap
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.GenericSecurity
 
property(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
property(String) - Method in class com.opengamma.strata.product.index.IborFuture
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.SecurityInfo
 
property(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
property(String) - Method in class com.opengamma.strata.product.SecurityTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.FxReset
 
property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.Swap
 
property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
property(String) - Method in class com.opengamma.strata.product.swaption.Swaption
 
property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
property(String) - Method in class com.opengamma.strata.product.TradeInfo
 
property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
property(String) - Method in class com.opengamma.strata.report.ReportRequirements
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
propertyNames() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
propertyNames() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
propertyNames() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
propertyNames() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
propertyNames() - Method in class com.opengamma.strata.basics.market.StandardId
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
 
propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules
 
propertyNames() - Method in class com.opengamma.strata.calc.Column
 
propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
propertyNames() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
propertyNames() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
propertyNames() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.Results
 
propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement
 
propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
 
propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Result
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
 
propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
propertyNames() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
 
propertyNames() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
propertyNames() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
propertyNames() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
propertyNames() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
propertyNames() - Method in class com.opengamma.strata.product.cms.Cms
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.credit.Cds
 
propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.equity.Equity
 
propertyNames() - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fra.Fra
 
propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.GenericSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.SecurityInfo
 
propertyNames() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
propertyNames() - Method in class com.opengamma.strata.product.SecurityTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.Swap
 
propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.TradeInfo
 
propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
PropertySet - Class in com.opengamma.strata.collect.io
A map of key-value properties.
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
PT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PT' - Portugal.
publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the date that the rate implied by the fixing date is published.
publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the publicationDate property.
publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the publication date.
publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the publicationDateOffset property.
publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the publication frequency of the index.
publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the publicationFrequency property.
put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Puts a single value into the map.
putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the contents of the specified builder into this builder.
putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the entries from the supplied map into this builder.
PutCall - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the putCall property.
PV01 - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the PV01 of the calculation target.
pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the Present Value of a Basis Point for a swap leg.
pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a basis point of a period.
pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a basis point sensitivity of a single payment period.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Quadratic left extrapolator.
quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta
The meta-property for the quantity property.
QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Quarterly-IMM' date sequence.
QuoteId - Class in com.opengamma.strata.market.id
The ID of a market quote.
QuoteId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for QuoteId.
QuoteKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values of a market identifier.
QuoteKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for QuoteKey.
quotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
The meta-property for the quotes property.
QuotesArray - Class in com.opengamma.strata.market.value.scenario
Container for values for an item of quoted market data in multiple scenarios.
QuotesArray.Meta - Class in com.opengamma.strata.market.value.scenario
The meta-bean for QuotesArray.
QuotesArrayKey - Class in com.opengamma.strata.market.key.scenario
A key identifying a QuotesArray containing values for a piece of quoted market data in multiple scenarios.
QuotesArrayKey.Meta - Class in com.opengamma.strata.market.key.scenario
The meta-bean for QuotesArrayKey.
QuotesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of quotes into memory from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the rate property.
rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
rate(FxIndexObservation, Currency) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
rate(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rate(OvernightIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the forward rate at the specified fixing date.
rate(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(OvernightIndexObservation) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the applicable rate for the observation.
rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the fixed rate of interest.
rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the fixed interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the rate property.
rate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the rate property.
RateAccrualPeriod - Class in com.opengamma.strata.product.swap
A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateAccrualPeriod.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
RateCalculation - Interface in com.opengamma.strata.product.swap
The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateCalculationSwapLeg.
RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter which matches rate curves with a specific currency.
RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for RateCurveCurrencyFilter.
RateCurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a rates curve.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rateCutOffDays property.
rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the sensitivity of the forward rate to the spot FX rate.
rateIgnoringTimeSeries(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rateIgnoringTimeSeries(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Ignores the time-series to get the forward rate at the specified fixing date, used in rare and special cases.
rateIgnoringTimeSeries(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Ignores the time-series to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
RateIndex - Interface in com.opengamma.strata.basics.index
A index of interest rates, such as an Overnight or Inter-Bank rate.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the key identifying the market data value which provides the price.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the rateKey property.
rateObservation(RateObservation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate to be observed.
rateObservation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the rateObservation property.
RateObservation - Interface in com.opengamma.strata.product.rate
Defines a mechanism for observing an interest rate.
rateObservation(RateObservation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the rate to be observed.
rateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the rateObservation property.
RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate
Observes a rate from an index.
RatePaymentPeriod - Class in com.opengamma.strata.product.swap
A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePeriodSwapLeg.
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
ratePointSensitivity(FxIndexObservation, Currency) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the point sensitivity of the forward rate at the specified fixing date.
ratePointSensitivity(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
The meta-property for the rates property.
rates() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
The meta-property for the rates property.
RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of definitions to calibrate rates curves by reading from CSV resources.
RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of rates curves into memory by reading from CSV resources.
rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the point sensitivity for the rate observation.
RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the curve parameter sensitivity by finite difference.
RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Create an instance of the finite difference calculator.
RatesProvider - Interface in com.opengamma.strata.pricer.rate
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
RatesProviderGenerator - Interface in com.opengamma.strata.pricer.calibration
Generates a RatesProvider from a set of parameters.
realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate of real coupon.
realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the realCoupon property.
realPriceFromNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the real price of the bond from its settlement date and nominal price.
realYieldFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the conventional real yield from the curves.
realYieldFromDirtyPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the conventional real yield from the dirty price.
reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the reason property.
reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the reason property.
RECIPROCAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Reciprocal extrapolator.
RECOVERY01 - Static variable in class com.opengamma.strata.calc.config.Measures
Measure representing the (scalar) PV change to a 1 bps shift in recovery rate.
recovery01(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in recovery rate.
recoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
The meta-property for the recoveryRate property.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Reduces this array returning a single value.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Reduces this matrix returning a single value.
reduce(Map.Entry<K, V>, BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
reduce(BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
reduce(U, BiFunction<U, ? super Map.Entry<K, V>, U>, BinaryOperator<U>) - Method in class com.opengamma.strata.collect.MapStream
 
REF_DATA - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the referenceCurrency property.
ReferenceData - Interface in com.opengamma.strata.basics.market
Provides access to reference data, such as holiday calendars and securities.
referenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the referenceData property.
ReferenceDataId<T> - Interface in com.opengamma.strata.basics.market
An identifier for a unique item of reference data.
ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics.market
Exception thrown if reference data cannot be found.
ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.market.ReferenceDataNotFoundException
Creates the exception passing the exception message.
referenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the referenceDate property.
referenceEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the CDS single-name identifier, such as a RED entity code.
referenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the referenceEntityId property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
The meta-property for the referenceInformation property.
referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the reference against which protection applies.
referenceInformation() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the referenceInformation property.
ReferenceInformation - Interface in com.opengamma.strata.product.credit
Identifies the reference that credit protection applies to.
referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the reference against which protection applies.
referenceInformation() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the referenceInformation property.
ReferenceInformationType - Enum in com.opengamma.strata.product.credit
Defines the type of the CDS underlying that protection applies to.
referencePrice(ResolvedIborFutureTrade, LocalDate, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Calculates the reference price for a futures trade.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the region of the index.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the region property.
relative(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Creates a shift that multiplies the value at the specified node by a scaling factor.
relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a scaling applied to the Y values.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Converts a date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the relative tolerance for the root finder.
relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the relativeTolerance property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
RepoCurveDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a repo curve.
repoCurveDiscountFactors(SecurityId, StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the discount factors of a repo curve for standard IDs and a currency.
RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for RepoCurveDiscountFactors.
repoCurves(Map<Pair<BondGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the repo curves, defaulted to an empty map.
repoCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the repoCurves property.
RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the repo curve.
RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for RepoCurveZeroRateSensitivity.
Report - Interface in com.opengamma.strata.report
Represents a business report.
ReportCalculationResults - Class in com.opengamma.strata.report
Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format
Common base class for formatting reports into ASCII tables or CSV format.
ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter
Creates a new formatter with a set of default format settings.
reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the reporting currency.
reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the reportingCurrency property.
reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the reporting currency that applies to this column, overriding the default reporting currency.
reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the reportingCurrency property.
ReportingCurrency - Class in com.opengamma.strata.calc.config
The reporting currency.
ReportingCurrency.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for ReportingCurrency.
ReportingCurrencyType - Enum in com.opengamma.strata.calc.config
The available types of reporting currency.
ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format
Enumerates the report output formats.
ReportRequirements - Class in com.opengamma.strata.report
Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Runs a report for a specific template type.
ReportTemplate - Interface in com.opengamma.strata.report
Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Loads a report template from an ini-based file format.
requirements(CalculationTarget, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Returns requirements representing the data needed to build the item of market data identified by the ID.
requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(T, Set<Measure>, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Determines the market data required by this function to perform its calculations.
requirements(CdsTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
 
requirements(TermDepositTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
 
requirements(FraTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
 
requirements(FxNdfTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
 
requirements(FxSingleTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
 
requirements(FxSwapTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
 
requirements(IborFutureTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
 
requirements(BulletPaymentTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
 
requirements(GenericSecurityTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction
 
requirements(SecurityTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction
 
requirements(DeliverableSwapFutureTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
 
requirements(SwapTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
 
requirements(SwaptionTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
 
requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
requirements(CurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
requirements(IborIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
requirements(OvernightIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode
Determines the market data that is required by the node.
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner
Gets a description of the requirements to run a report for the given template.
requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 
RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of reset periods.
resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the periodic frequency of reset dates.
resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetFrequency property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the reset schedule, used when averaging rates, optional.
resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResetSchedule.
Resolvable<T> - Interface in com.opengamma.strata.basics.market
An object that can be resolved against reference data.
ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product
A trade that can to be resolved using reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Resolves this identifier to a holiday calendar using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.market.Resolvable
Resolves this object using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade
Resolves this trade using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.SecurityTrade
Resolves the security identifier using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Resolves this swap leg using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
ResolvedBondFuture - Class in com.opengamma.strata.product.bond
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFuture.
ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFuture.
ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOptionTrade.
ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOptionTrade.
ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureTrade.
ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureTrade.
ResolvedBulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment, resolved for pricing.
ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPayment.
ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPayment.
ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade, resolved for pricing.
ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPaymentTrade.
ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPaymentTrade.
ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade in a capital indexed bond, resolved for pricing.
ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBondTrade.
ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBondTrade.
ResolvedCds - Class in com.opengamma.strata.product.credit
A credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCds.
ResolvedCds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCds.
ResolvedCdsTrade - Class in com.opengamma.strata.product.credit
A trade in a credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsTrade.
ResolvedCms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
ResolvedCms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCms.
ResolvedCmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsLeg.
ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsLeg.
ResolvedCmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS), resolved for pricing.
ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsTrade.
ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsTrade.
ResolvedDeliverableSwapFuture - Class in com.opengamma.strata.product.swap
A Deliverable Swap Future, resolved for pricing.
ResolvedDeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedDeliverableSwapFuture.
ResolvedDeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedDeliverableSwapFuture.
ResolvedDeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap
A trade in a Deliverable Swap Future, resolved for pricing.
ResolvedDeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedDeliverableSwapFutureTrade.
ResolvedDeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedDeliverableSwapFutureTrade.
ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBond.
ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBond.
ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade in a fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBondTrade.
ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBondTrade.
ResolvedFra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA), resolved for pricing.
ResolvedFra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFra.
ResolvedFra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFra.
ResolvedFraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA), resolved for pricing.
ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFraTrade.
ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFraTrade.
ResolvedFxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdf.
ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdf.
ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdfTrade.
ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdfTrade.
ResolvedFxSingle - Class in com.opengamma.strata.product.fx
A single FX transaction, resolved for pricing.
ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingle.
ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx
A trade in a single FX transaction, resolved for pricing.
ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSingleTrade.
ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingleTrade.
ResolvedFxSwap - Class in com.opengamma.strata.product.fx
An FX Swap, resolved for pricing.
ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwap.
ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap, resolved for pricing.
ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSwapTrade.
ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwapTrade.
ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fx
A vanilla FX option, resolved for pricing.
ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxVanillaOption.
ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxVanillaOption.
ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fx
A trade in a vanilla FX option, resolved for pricing.
ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxVanillaOptionTrade.
ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxVanillaOptionTrade.
ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.
ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorTrade.
ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorTrade.
ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDeposit.
ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDeposit.
ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDepositTrade.
ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDepositTrade.
ResolvedIborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index
A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureTrade.
ResolvedProduct - Interface in com.opengamma.strata.product
A product that has been resolved for pricing.
ResolvedSwap - Class in com.opengamma.strata.product.swap
A rate swap, resolved for pricing.
ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwap.
ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwap.
ResolvedSwapLeg - Class in com.opengamma.strata.product.swap
A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapLeg.
ResolvedSwaption - Class in com.opengamma.strata.product.swaption
A swaption, resolved for pricing.
ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaption.
ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaption.
ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in a swaption, resolved for pricing.
ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaptionTrade.
ResolvedSwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapTrade.
ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit, resolved for pricing.
ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDeposit.
ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDeposit.
ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit, resolved for pricing.
ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDepositTrade.
ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDepositTrade.
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Creates a resolved trade representing the instrument at the node.
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
ResolvedTrade - Interface in com.opengamma.strata.product
A trade that has been resolved for pricing.
resolvedTrades(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Creates a list of trades representing the instrument at each node.
resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule
Resolves the value and adjustments against a specific schedule.
RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig
The system property defining the comma separated list of groups.
ResourceConfig - Class in com.opengamma.strata.collect.io
Provides access to configuration files.
ResourceLocator - Class in com.opengamma.strata.collect.io
A locator for a resource, specified as a file or classpath resource.
RestructuringClause - Enum in com.opengamma.strata.product.credit
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the applicable restructuring.
restructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the restructuringClause property.
result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Returns the aggregate result of the calculations, blocking until it is available.
result(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the result of the calculation.
result() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the result property.
Result<T> - Class in com.opengamma.strata.collect.result
An immutable calculation result.
Result.Meta<T> - Class in com.opengamma.strata.collect.result
The meta-bean for Result.
resultReceived(CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
resultReceived(CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when a calculation completes.
Results - Class in com.opengamma.strata.calc.runner
Results of performing calculations for a set of targets over a set of scenarios.
Results.Builder - Class in com.opengamma.strata.calc.runner
The bean-builder for Results.
Results.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for Results.
reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up the external name given a standard enum instance.
rhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the rhoSensitivity property.
rightExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Right extrapolates the y-value from the specified x-value.
rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the right extrapolated y-value at the specified x-value.
rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to roll dates.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule
A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the roll convention used when building the schedule.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the roll convention
rollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the roll convention.
rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule
Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RON' - Romanian New Leu.
RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve
Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve
The bean-builder for RootFinderConfig.
RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for RootFinderConfig.
round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value
A convention defining how to round a number.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the rounding property.
row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index.
row(int) - Method in class com.opengamma.strata.collect.io.CsvFile
Gets a single row.
rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index as an independent array.
rowCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the number of rows in the results.
rowCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the rowCount property.
rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of rows of this matrix.
rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the number of data rows.
rowIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the row index of the value in the results grid.
rowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the rowIndex property.
rows() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets all data rows in the file.
RU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RUB' - Russian Ruble.
rules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
The meta-property for the rules property.
run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable
Performs an action.
runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the runInstant property.
runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the runInstant property.
runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Runnable interface.
runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner
Runs a report from a set of calculation results.
runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 

S

SA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SA' - Saudi Arabia.
SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms
Pricer for for CMS legs by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Creates an instance.
SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Creates an instance.
SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Creates an instance.
SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility environment for swaptions in the SABR model.
SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SabrParametersSwaptionVolatilities.
SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in SABR model.
SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Creates an instance.
SabrSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in SABR model.
SabrSwaptionCashParYieldTradePricer(SabrSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Creates an instance.
SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in SABR model on the swap rate.
SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Creates an instance.
SabrSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in SABR model.
SabrSwaptionPhysicalTradePricer(SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Creates an instance.
SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in SABR model.
SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SAR' - Saudi Riyal.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Saturday/Sunday weekends.
scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the scalingFactor property.
scenario(int) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Returns market data for a single scenario.
scenario(int) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
scenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the scenarioCount property.
scenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
The meta-property for the scenarioCount property.
ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata.scenario
A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata.scenario
The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata.scenario
The meta-bean for ScenarioDefinition.
ScenarioMarketDataBox<T> - Class in com.opengamma.strata.basics.market
A market data box containing an object which can provide market data for multiple scenarios.
ScenarioMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
The bean-builder for ScenarioMarketDataBox.
ScenarioMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for ScenarioMarketDataBox.
ScenarioMarketDataKey<T,U extends ScenarioMarketDataValue<T>> - Interface in com.opengamma.strata.basics.market
Market data key used by functions that need access to objects containing market data for multiple scenarios.
ScenarioMarketDataValue<T> - Interface in com.opengamma.strata.basics.market
Provides multiple values of an item of market data, one for each scenario.
scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the names of the scenarios.
scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the scenarioNames property in the builder from an array of objects.
scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
The meta-property for the scenarioNames property.
ScenarioPerturbation<T> - Interface in com.opengamma.strata.calc.marketdata.scenario
Describes a perturbation applied to a market data box to create market data for use in one or more scenarios.
ScenarioRateProvider - Class in com.opengamma.strata.calc.runner.function.result
A provider of FX rates which takes its data from one scenario in a set of data for multiple scenarios.
ScenarioResult<T> - Interface in com.opengamma.strata.calc.runner.function.result
A container for multiple results produced by performing a single calculation across multiple scenarios.
scenarios() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Returns a stream of market data, one for each scenario.
scenarios() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
ScenarioValuesList<T> - Class in com.opengamma.strata.basics.market
A simple ScenarioMarketDataValue implementation containing a list of single market data values, one for each scenario.
ScenarioValuesList.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for ScenarioValuesList.
Schedule - Class in com.opengamma.strata.basics.schedule
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for Schedule.
Schedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for Schedule.
ScheduleException - Exception in com.opengamma.strata.basics.schedule
Exception thrown when a schedule cannot be calculated.
ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance.
ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance, specifying the definition that caused the problem.
SchedulePeriod - Class in com.opengamma.strata.basics.schedule
A period in a schedule.
SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for SchedulePeriod.
SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for SchedulePeriod.
scheme() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
The meta-property for the scheme property.
SE - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SE' - Sweden.
seasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the seasonality property.
second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the second property.
section(String) - Method in class com.opengamma.strata.collect.io.IniFile
Gets a single section of this INI file.
sections() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the set of sections of this INI file.
SecuritizedProduct - Interface in com.opengamma.strata.product
The product details of a financial instrument that is traded as a security.
SecuritizedProductTrade - Interface in com.opengamma.strata.product
A trade that is directly based on a securitized product.
security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the security property.
Security - Interface in com.opengamma.strata.product
A security that can be traded.
SecurityAttributeType<T> - Class in com.opengamma.strata.product
The type that provides meaning to a security attribute.
SecurityCalculationFunction - Class in com.opengamma.strata.function.calculation.security
Perform calculations on a single SecurityTrade for each of a set of scenarios.
SecurityCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction
Creates an instance.
SecurityFunctionGroups - Class in com.opengamma.strata.function.calculation.security
Contains function groups for built-in simple security calculation functions.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.equity.Equity.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.equity.Equity.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the securityId property.
SecurityId - Class in com.opengamma.strata.product
An identifier for a security.
securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the identifier of the security that was traded.
securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
The meta-property for the securityId property.
SecurityInfo - Class in com.opengamma.strata.product
Information about a security.
SecurityInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityInfo.
SecurityInfoBuilder - Class in com.opengamma.strata.product
Builder to create SecurityInfo.
SecurityPriceInfo - Class in com.opengamma.strata.product
Defines the meaning of the security price.
SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityPriceInfo.
SecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is referenced by identifier.
SecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for SecurityTrade.
SecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityTrade.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SEK' - Swedish Krona.
selectParty(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Selects "our" party from the specified set.
seniority(SeniorityLevel) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the seniority.
seniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the seniority property.
SeniorityLevel - Enum in com.opengamma.strata.product.credit
Specifies the repayment precedence of a debt instrument.
sensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Calculates the parameter sensitivities that relate to the value.
sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
 
sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
sensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
The meta-property for the sensitivities property.
sensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity(CurveCurrencyParameterSensitivities, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Calculates the market quote sensitivities from parameter sensitivity.
sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
sensitivity(LegalEntityDiscountingProvider, Function<LegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
sequenceNumber(int) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the sequence number of the futures.
sequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the sequenceNumber property.
sequential() - Method in class com.opengamma.strata.collect.MapStream
 
set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.Column.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.Column.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.Column.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Obtains the format settings for a given type.
SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The report type property name, in the settings section.
SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The settings section name.
settleLagDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the settlement lag in days.
settleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the settleLagDays property.
settlement(PaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the settlement of the bond trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the settlement property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
Sets the settlement date.
settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
The meta-property for the settlementDate property.
settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the settlement date, optional.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
SettlementType - Enum in com.opengamma.strata.product.swaption
Settlement types for Swaption.
SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'SFE' roll convention which adjusts the date to the second Friday.
SG - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SG' - Singapore.
SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SGD' - Singapore Dollar.
shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Shifts the date by the specified number of business days.
shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the shift parameter for the specified time to expiry and instrument tenor.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the shiftAmount property.
shiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
The meta-property for the shiftAmounts property.
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve where each y-value has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve where each y-value has been shifted.
shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
shiftedBy(DoubleTernaryOperator) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface where each z-value has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface where each z-value has been shifted.
shifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the shifts property.
shifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
The meta-property for the shifts property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the shiftType property.
ShiftType - Enum in com.opengamma.strata.market
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
The meta-property for the shortObservation property.
sign() - Method in enum com.opengamma.strata.basics.LongShort
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Simple curve node metadata that defines a date and label.
SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for SimpleCurveNodeMetadata.
SimpleDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for SimpleDiscountFactors.
SimpleIborIndexRates - Class in com.opengamma.strata.market.view
An Ibor index curve providing rates directly from a forward rates curve.
SimpleIborIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for SimpleIborIndexRates.
SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market
Interface for market data keys representing simple types of market data for which no market data rules are required.
SimpleStrike - Class in com.opengamma.strata.market.option
A simple strike value.
SimpleStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for SimpleStrike.
SingleCalculationMarketData - Class in com.opengamma.strata.calc.runner
A single scenario view of multi-scenario market data.
SingleMarketDataBox<T> - Class in com.opengamma.strata.basics.market
A market data box containing a single value which is used in all scenarios.
SingleMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
The bean-builder for SingleMarketDataBox.
SingleMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for SingleMarketDataBox.
SingleNameReferenceInformation - Class in com.opengamma.strata.product.credit
Reference data for a CDS single-name.
SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for SingleNameReferenceInformation.
SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for SingleNameReferenceInformation.
SingleScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result
A scenario result holding one value that is valid for all scenarios.
SingleScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for SingleScenarioResult.
singleValueFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets details of failures when building single market data values.
singleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the singleValueFailures property.
singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets keys identifying the market data values required for the calculations.
singleValueRequirements(MarketDataKey<?>...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the singleValueRequirements property in the builder from an array of objects.
singleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the singleValueRequirements property.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the number of stored amounts.
size() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the number of periods in the schedule.
size() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the number of currency values for each currency.
size() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns the number of values in the result.
size() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
size() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the size of this array.
size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the size of this matrix.
size() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the size of the matrix.
size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return the size of this time-series.
size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the number of elements held by this triple.
size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the number of elements held by this tuple.
size() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
Gets the number of sensitivity entries.
SK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SK' - Slovakia.
skip(long) - Method in class com.opengamma.strata.collect.MapStream
 
SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fx
Combines information about a volatility smile expressed in delta form and its sensitivities.
smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
 
smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
SmileDeltaParameters - Class in com.opengamma.strata.pricer.fx
A delta dependent smile as used in Forex market.
SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for SmileDeltaParameters.
SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx
A term structure of smile as used in Forex market.
smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure
 
smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Calculates the smile at a given time.
sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Sorts the mutable list of point sensitivities.
sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a sorted copy of this array.
sorted() - Method in class com.opengamma.strata.collect.MapStream
 
sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
Returns an instance that is sorted.
sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
spliterator() - Method in class com.opengamma.strata.collect.MapStream
 
splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Splits the array according to the curve order.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The spread, added to the forward rate.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the spread rate, optional.
spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the spread rate, defaulted to 0.
spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the spread property.
spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the spreadCurve property.
spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg to which the spread leg is added.
spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadFloatingLeg property.
spreadKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the spread.
spreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the spreadKey property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the fixed leg for the spread.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Square linear interpolator.
stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the stackTrace property.
standard() - Static method in interface com.opengamma.strata.basics.market.ReferenceData
Obtains an instance of standard reference data.
standard() - Static method in class com.opengamma.strata.function.calculation.swaption.SwaptionFunctionGroups
Obtains the function group providing all built-in measures on Swaption trades, using the standard calculation method.
standard() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns standard root finder configuration, using the DEFAULT constants from this class.
standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
Returns the standard parser plugin that parses the trade date and the first identifier of "our" party.
standard() - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
The standard curve calibrator.
standard() - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
The standard synthetic curve calibrator.
StandardComponents - Class in com.opengamma.strata.function
Factory methods for creating standard Strata components.
StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
StandardId - Class in com.opengamma.strata.basics.market
An immutable standard identifier for an item.
standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the standardId property.
StandardId.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for StandardId.
StandardIdentifiable - Interface in com.opengamma.strata.basics.market
Provides uniform access to objects that can supply a standard identifier.
start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the start property.
START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, adjusted to be a valid business day if necessary.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the start date, which is the start of the first schedule period.
startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the start date of this period, used for financial calculations such as interest accrual.
startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the first date of the term of the trade.
startDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the date that the CDS nominally starts in terms of premium payments.
startDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the startDate property.
startDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The date that the CDS nominally starts in terms of premium payments.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the startDate property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the start date.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startIndexValue(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets start index value.
startIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the startIndexValue property.
startIndexValue(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets start index value.
startIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the startIndexValue property.
startIndexValue(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets start index value.
startIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the startIndexValue property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
The meta-property for the startIndexValue property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta
The meta-property for the startIndexValue property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the startObservation property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
The meta-property for the startObservation property.
startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the startSecondObservation property.
stepInDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of step-in days.
stepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stepInDays property.
steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps defining the change in the value.
steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps property in the builder from an array of objects.
steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the steps property.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a stream over the currency amounts.
stream() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a stream of MultiCurrencyAmount instances containing the values from this object.
stream() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns a stream of the values.
stream() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a stream over the array values.
stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an iterable to a serial stream.
stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an optional to a stream with zero or one elements.
stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Streams the set of dates included in the range.
stream() - Method in class com.opengamma.strata.collect.result.Result
Converts this result to a stream.
stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the points of this time-series.
stream() - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns a stream of all curves in the group.
streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
Strike - Interface in com.opengamma.strata.market.option
The strike of an option, describing both type and value.
STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a simple strike.
strike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the strike property.
STRIKE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a strike - 'Strike'.
strike(FxRate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the strike of the option.
strike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the strike property.
strike(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
Sets the strike of the option.
strike() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
The meta-property for the strike property.
strikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the strikeInterpolator property.
strikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the strikeLeftExtrapolator property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the strikePrice property.
strikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the strikeRightExtrapolator property.
StrikeType - Class in com.opengamma.strata.market.option
The type of a strike.
StubCalculation - Class in com.opengamma.strata.product.swap
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
StubCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for StubCalculation.
StubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for StubCalculation.
stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to handle stubs.
stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the stubConvention property.
StubConvention - Enum in com.opengamma.strata.basics.schedule
A convention defining how to calculate stub periods.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the stub convention to use.
stubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the stub convention to use.
stubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the stubConvention property.
stubConvention - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The stub convention to use.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the stub convention.
stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values from the specified index onwards.
subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values between the specified from and to indices.
subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow
Obtains a sub-row, containing a selection of fields by index.
subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow
Obtains a sub-row, containing a selection of fields by index.
subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Creates a sub-schedule within this period.
subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series between two dates.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Subtracts this tenor from the specified date.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Subtracts the period of this frequency from the specified date.
success(R) - Static method in class com.opengamma.strata.collect.result.Result
Creates a successful result wrapping a value.
success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of successfully evaluating a token against an object.
sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the sum of all the values in the array.
sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Calculates the sum total of all the elements in the array.
supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Supplier interface.
supportedMeasures() - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Returns the set of measures that the function can calculate.
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
 
Surface - Interface in com.opengamma.strata.market.surface
A surface that maps a double x-value and y-value to a double z-value.
surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface(NodalSurface) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the black volatility surface.
surface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
SurfaceCurrencyParameterSensitivities - Class in com.opengamma.strata.market.surface
Currency-based parameter sensitivity for a collection of surfaces.
SurfaceCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceCurrencyParameterSensitivities.
SurfaceCurrencyParameterSensitivity - Class in com.opengamma.strata.market.surface
Parameter sensitivity for a single surface.
surfaceCurrencyParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the surface parameter sensitivities from the point sensitivities.
surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the surface parameter sensitivity from the point sensitivity.
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the surface parameter sensitivity from the point sensitivity.
surfaceCurrencyParameterSensitivity(BondFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Computes the sensitivity to the surface parameter used in the description of the black volatility from a point sensitivity.
surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Calculates the surface parameter sensitivities from the point sensitivities.
surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Calculates the surface parameter sensitivities from the point sensitivity.
SurfaceCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceCurrencyParameterSensitivity.
SurfaceMetadata - Interface in com.opengamma.strata.market.surface
Metadata about a surface and surface parameters.
surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the surface name.
surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the surfaceName property.
SurfaceName - Class in com.opengamma.strata.market.surface
The name of a surface.
SurfaceParameterMetadata - Interface in com.opengamma.strata.market.surface
Information about a parameter underlying a surface.
surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
surfaceParameterSensitivity(FxOptionSensitivity) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Computes the sensitivity to the nodes used in the description of the Black volatility from a point sensitivity.
surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
SurfaceUnitParameterSensitivities - Class in com.opengamma.strata.market.surface
Unit-based parameter sensitivity for a collection of surfaces.
SurfaceUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceUnitParameterSensitivities.
SurfaceUnitParameterSensitivity - Class in com.opengamma.strata.market.surface
Parameter sensitivity for a single surface.
SurfaceUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceUnitParameterSensitivity.
Swap - Class in com.opengamma.strata.product.swap
A rate swap.
Swap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for Swap.
SWAP_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
The measure for ResolvedSwapTrade using par rate discounting.
SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedSwapTrade using par spread discounting.
SwapCalculationFunction - Class in com.opengamma.strata.function.calculation.swap
Perform calculations on a single SwapTrade for each of a set of scenarios.
SwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction
Creates an instance.
SwapFunctionGroups - Class in com.opengamma.strata.function.calculation.swap
Contains function groups for built-in Swap calculation functions.
SwapIndex - Interface in com.opengamma.strata.product.swap
A swap index.
SwapIndices - Class in com.opengamma.strata.product.swap
Constants and implementations for standard swap indices.
SwapLeg - Interface in com.opengamma.strata.product.swap
A single leg of a swap.
SwapLegAmount - Class in com.opengamma.strata.market.amount
Represents an amount associated with one leg of a swap.
SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount
Restricted constructor.
SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
The bean-builder for SwapLegAmount.
SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for SwapLegAmount.
SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap legs.
SwapLegType - Enum in com.opengamma.strata.product.swap
The type of a swap leg.
Swaption - Class in com.opengamma.strata.product.swaption
An option on an underlying swap.
Swaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for Swaption.
SwaptionCalculationFunction - Class in com.opengamma.strata.function.calculation.swaption
Perform calculations on a single SwaptionTrade for each of a set of scenarios.
SwaptionCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction
Creates an instance.
SwaptionFunctionGroups - Class in com.opengamma.strata.function.calculation.swaption
Contains function groups for built-in swaption calculation functions.
SwaptionSabrSensitivities - Class in com.opengamma.strata.market.sensitivity
Sensitivities of swaptions to SABR model parameters.
SwaptionSabrSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for SwaptionSabrSensitivities.
SwaptionSabrSensitivity - Class in com.opengamma.strata.market.sensitivity
Sensitivity of a swaption to SABR model parameters.
SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for SwaptionSabrSensitivity.
SwaptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for SwaptionSensitivity.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the swaptionSettlement property.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the swaptionSettlement property.
SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
An interface that can return the settlement type and settlement method of swaptions.
SwaptionSurfaceExpiryTenorNodeMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
SwaptionSurfaceExpiryTenorNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
SwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionTrade.
SwaptionVolatilities - Interface in com.opengamma.strata.market.view
Volatilities for pricing swaptions.
SwaptionVolatilitiesId - Class in com.opengamma.strata.market.id
Market data ID identifying swaption volatilities based on Fixed-Ibor swaps.
SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for SwaptionVolatilitiesId.
SwaptionVolatilitiesKey - Class in com.opengamma.strata.market.key
Market data key identifying swaption volatilities based on Fixed-Ibor swaps.
SwaptionVolatilitiesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for SwaptionVolatilitiesKey.
SwaptionVolatilitiesMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping for swaption volatilities.
SwaptionVolatilitiesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for SwaptionVolatilitiesMapping.
SwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for SwapTrade.
SyntheticCurveCalibrator - Class in com.opengamma.strata.pricer.calibration
Synthetic curve calibrator.

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the latest entries.
target(CalculationTarget) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the target of the calculation, often a trade.
target() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the target property.
targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the targetType property.
targetTypes() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta
The meta-property for the targetTypes property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the template property.
template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the template for the FRA associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the template property.
template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the template for the FX Swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the template property.
template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the template for the Ibor fixing deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the template property.
template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the template for the Ibor Futures associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the template property.
template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the template property.
template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the template for the term deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the template property.
template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the template property.
template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the template for creating Fixed-Ibor swap.
template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the template property.
Tenor - Class in com.opengamma.strata.basics.date
A tenor indicating how long it will take for a financial instrument to reach maturity.
tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the tenor to be added.
tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the tenor of the swap based on its start date and end date.
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the tenor property.
TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 months.
TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 years.
TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 11 months.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 years.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 20 years.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 25 years.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 30 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 months.
TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 weeks.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 years.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 years.
TenorAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for TenorAdjustment.
TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for TenorAdjustment.
TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Curve node metadata for a curve node with a specific tenor.
TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for TenorCurveNodeMetadata.
TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency matching the term.
TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
The measure for ResolvedTermDepositTrade using par rate discounting.
TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for ResolvedTermDepositTrade using par spread discounting.
TermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDeposit.
TermDepositCalculationFunction - Class in com.opengamma.strata.function.calculation.deposit
Perform calculations on a single TermDepositTrade for each of a set of scenarios.
TermDepositCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction
Creates an instance.
TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
Market standard term deposit conventions.
TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for TermDepositCurveNode.
TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit
Contains function groups for built-in Term Deposit calculation functions.
TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDepositTrade.
test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
Evaluates this predicate on the given arguments.
test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
Evaluates this predicate on the given argument.
test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
Evaluates the predicate.
test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
Evaluates the predicate.
test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Evaluates the predicate.
test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Evaluates the predicate.
test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Evaluates the predicate.
TH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TH' - Thailand.
THB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'THB' - Thai Baht.
theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product.
theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product based on the price of the underlying future.
theta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the Black theta of the foreign exchange vanilla option product.
third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the third property.
THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360' day count, which treats input day-of-month 31 specially.
THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard three leg basis swap conventions.
ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a three leg basis swap.
ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ThreeLegBasisSwapTemplate.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Thursday/Friday weekends.
tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickSize property.
tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickValue property.
TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Time square interpolator.
timeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the timeInterpolator property.
timeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the timeLeftExtrapolator property.
timeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the timeRightExtrapolator property.
timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the time-series in the builder, replacing any existing values.
timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
 
timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time series of market data for the specified ID.
timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the time series in this builder, replacing the existing set.
timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the timeSeries property.
timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a time-series to the provider.
timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds time-series to the provider.
timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider
 
timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the time series.
timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the timeSeriesFailures property.
timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets details of failures when building time series of market data values.
timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the timeSeriesFailures property.
TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function
A source of time series of observable market data.
timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets keys identifying the time series of market data values required for the calculations.
timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the timeSeriesRequirements property in the builder from an array of objects.
timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the timeSeriesRequirements property.
timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the timeToExpiry property.
timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
The meta-property for the timeToExpiry property.
TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The default formatter that returns the value of the toString() method.
toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
Converts this schedule to a schedule where all the start and end dates are adjusted using the specified adjuster.
toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
Converts this instance to an independent double[].
toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Converts this instance to an independent double[][].
toArray() - Method in class com.opengamma.strata.collect.MapStream
 
toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream
 
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the underlying array.
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the underlying array.
toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
Gets this report as an ASCII table string.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Returns a builder populated with the same data as this instance.
toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.Column
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.runner.Results
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return a builder populated with the values from this series.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Converts this instance to a builder allowing changes to be made.
toBuilder(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Converts this instance to a builder allowing changes to be made.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.equity.Equity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.equity.EquitySecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder that allows this bean to be mutated.
toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the market convention currency pair for the currencies in the pair.
toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns an FX rate object representing the market convention rate between the two currencies.
toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector that builds a single-currency scenerio result.
toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Converts this definition to the summary form.
toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Converts this sensitivity to an FxForwardSensitivity.
toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName
Checks and returns an Ibor index.
toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Returns an immutable version of this object.
toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable list.
toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multiset.
toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable set.
toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Gets the token that the root type corresponds to.
TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an object to produce another object.
TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
 
tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the set of supported token for the given object.
tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the supported tokens on the given object.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a list equivalent to this array.
toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this MultiCurrencyAmount to a map keyed by currency.
toMap() - Method in class com.opengamma.strata.collect.MapStream
Returns an immutable map built from the entries in the stream.
toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream
Returns an immutable map built from the entries in the stream.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey
Converts this key to the matching identifier.
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey
Converts this key to the matching identifier.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
 
toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId
 
toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId
Converts this ID to the associated key.
toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId
 
toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector that builds a multi-currency scenerio result.
toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Returns a mutable version of this object.
toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve
Converts this curve to a nodal curve.
toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve
 
toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface
 
toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface
Concerts this surface to a nodal surface.
toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a double array to a Double array.
toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Converts to an OvernightIndex.
toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Converts this pair to an object-based Pair.
toPriceIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Converts to an PriceIndex.
toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a Double array to a double array.
toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Converts this stub convention to the appropriate roll convention.
toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.
toSingleCurveRatesProvider(MarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils
Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.
toString() - Method in enum com.opengamma.strata.basics.BuySell
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
toString() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
toString() - Method in class com.opengamma.strata.basics.currency.Payment
 
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Returns the name of the identifier.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Returns the name of the index.
toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.location.Country
Returns a string representation of the country, which is the two letter code.
toString() - Method in enum com.opengamma.strata.basics.LongShort
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.market.FxRateId
 
toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
toString() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
toString() - Method in class com.opengamma.strata.basics.market.StandardId
Returns the identifier in a standard string format.
toString() - Method in enum com.opengamma.strata.basics.PayReceive
Returns the formatted unique name of the type.
toString() - Method in enum com.opengamma.strata.basics.PutCall
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
 
toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
toString() - Method in class com.opengamma.strata.calc.CalculationRules
 
toString() - Method in class com.opengamma.strata.calc.Column.Builder
 
toString() - Method in class com.opengamma.strata.calc.Column
 
toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules
 
toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder
 
toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
toString() - Method in class com.opengamma.strata.calc.config.ReportingCurrency
 
toString() - Method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules
 
toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray
 
toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
toString() - Method in class com.opengamma.strata.calc.runner.Results
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
toString() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a string describing the CSV file.
toString() - Method in class com.opengamma.strata.collect.io.CsvRow
Returns a string describing the CSV file.
toString() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a string describing the INI file.
toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a string describing the property set.
toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a string describing the locator.
toString() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a string summary of the element.
toString() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
 
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
 
toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns this range as a string, such as [2009-12-03,2014-06-30).
toString() - Method in class com.opengamma.strata.collect.result.Failure
 
toString() - Method in class com.opengamma.strata.collect.result.FailureItem
 
toString() - Method in class com.opengamma.strata.collect.result.Result
 
toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a string representation of the point.
toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.type.TypedString
Returns the name.
toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlow
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlows
 
toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate
 
toString() - Method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
toString() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
toString() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.QuoteId
 
toString() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.QuoteKey
 
toString() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
toString() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
toString() - Method in enum com.opengamma.strata.market.ShiftType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
toString() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
toString() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
 
toString() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
 
toString() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
 
toString() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator
 
toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
toString() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
toString() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities
 
toString() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters
 
toString() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities
 
toString() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
/** Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
/** Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.cms.Cms
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.Cds
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
toString() - Method in class com.opengamma.strata.product.equity.Equity
 
toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity
 
toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.Fra
 
toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
/** Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.FraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toString() - Method in class com.opengamma.strata.product.GenericSecurity
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
toString() - Method in class com.opengamma.strata.product.SecurityId
Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.product.SecurityInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade
 
toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxReset
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.Swap
 
toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
toString() - Method in enum com.opengamma.strata.product.swaption.SettlementType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.TradeInfo
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from the total of a list of CurrencyAmount objects.
total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the total of all the values in the matrix.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Totals the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Totals the sensitivity values.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Totals the sensitivity values.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS from the convention.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.
toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Converts this period to one where the start and end dates are set to the unadjusted dates.
toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
toValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector that builds a scenario result based on Double.
TR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TR' - Turkey.
Trade - Interface in com.opengamma.strata.basics
A single trade.
trade(LocalDate, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Creates a trade representing the instrument at the node.
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The notional, as defined in the trade.
TradeAttributeType<T> - Class in com.opengamma.strata.product
The type that provides meaning to a trade attribute.
TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration
Provides calibration measures for a single type of trade based on functions.
TradeConvention - Interface in com.opengamma.strata.product
A market convention for trades.
tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeDate property.
tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade date, optional.
TradeInfo - Class in com.opengamma.strata.product
Additional information about a trade.
TradeInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for TradeInfo.
TradeInfoBuilder - Class in com.opengamma.strata.product
Builder to create TradeInfo.
tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
The meta-property for the tradeMeasureRequirements property.
TradeReport - Class in com.opengamma.strata.report.trade
Represents a trade report.
TradeReport.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReport.
TradeReport.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReport.
TradeReportColumn - Class in com.opengamma.strata.report.trade
Describes a column in a trade report.
TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn
Restricted constructor.
TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportColumn.
TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportColumn.
TradeReportFormatter - Class in com.opengamma.strata.report.trade
Formatter for trade reports.
TradeReportRunner - Class in com.opengamma.strata.report.trade
Report runner for trade reports.
TradeReportTemplate - Class in com.opengamma.strata.report.trade
Describes the contents and layout of a trade report.
TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
Loads a trade report template from the standard INI file format.
TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the trades property.
TradeTemplate - Interface in com.opengamma.strata.product
A template used to create a trade.
tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeTime property.
tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time, optional.
TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a trade to produce another object.
TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Transposes the matrix.
Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
An immutable triple consisting of three elements.
Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Triple.
TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TRY' - Turkish Lira.
Tuple - Interface in com.opengamma.strata.collect.tuple
Base interface for all tuple types.
TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TWD' - New Taiwan Dollar.
type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the type property.
TypedMarketDataRules - Class in com.opengamma.strata.calc.config
Implementation of a market data rules that matches a target based on its type.
TypedMarketDataRules.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for TypedMarketDataRules.
TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type
An abstract class designed to enable typed strings.
TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance.
TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance, validating the name against a regex.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'UAH' - Ukrainian Hryvnia.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the unadjusted property.
UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, before any business day adjustment.
UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, before any business day adjustment.
UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, before any business day adjustment.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedStartDate property.
unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the UnaryOperator interface.
Unchecked - Class in com.opengamma.strata.collect
Static utility methods that convert checked exceptions to unchecked.
underlying(FxSingle) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the underlying property.
underlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the underlyingCurve property.
underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta
The meta-property for the underlyingSwap property.
union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the union of this range and the specified range.
union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the union of a pair of time series.
UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The unit amount.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the unit parameter sensitivity at the specified fixing date.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType
Type used when the meaning of each value is not known - 'Unknown'.
unordered() - Method in class com.opengamma.strata.collect.MapStream
 
UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used when no specific formatter exists for the object.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
Sets the upfront fee.
upfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
The meta-property for the upfrontFee property.
upfrontFeeAmount(Double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the upfront fee amount, optional.
upfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the upfrontFeeAmount property.
upfrontFeeAmount - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The upfront fee amount, optional.
upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the upfront fee date, optional.
upfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the upfrontFeePaymentDate property.
upfrontFeePaymentDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds
The upfront fee date, optional.
upfrontPayment(ResolvedFixedCouponBondTrade) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the payment that was made for the trade.
US - Static variable in class com.opengamma.strata.basics.location.Country
The country 'US' - United States.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for US-CPI-U Price index.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'USD' - United States Dollar.
USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
USD_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit' term deposit convention.
USD_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T' term deposit convention with T+0 settlement date, used for O/N deposits.
USD_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T' term deposit convention with T+1 settlement date, used for T/N deposits
USD_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'USD-European' CDS convention.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-FED-FUND Overnight index.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The FED_FUND index for USD.
USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-FED-FUND Overnight index using averaging.
USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-6M-LIBOR-3M' swap convention.
USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
USD_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'USD-ISDA' curve.
USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-LIBOR.
USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 10 years.
USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 15 years.
USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 1 year.
USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 20 years.
USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 2 years.
USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 30 years.
USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 3 years.
USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 4 years.
USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 5 years.
USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 6 years.
USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 7 years.
USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 8 years.
USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 9 years.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for USD.
USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1500 for tenor of 1 year.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for USD.
USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for USD.
USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Monthly-IMM' convention.
USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for USD.
USD_NORTH_AMERICAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'USD-NorthAmerican' CDS convention.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of New York, United States, with code 'USNY'.

V

validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.
validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that a specific element is not present.
validateScheme(XmlElement, String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that the scheme attribute is known.
validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the swaption is single currency cash par-yield.
validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the swaption is single currency physical.
valuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the valuationDate property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the valuationDateTime property.
value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the value property.
value(ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
Sets the market data value which provides data for multiple scenarios.
value() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
The meta-property for the value property.
value(T) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
Sets the market data value used in all scenarios.
value() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.basics.market.StandardId.Meta
The meta-property for the value property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the value representing the change that occurs.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets a single value from this property set.
value() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
The meta-property for the value property.
value(PriceIndexObservation) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
value(PriceIndexObservation) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the historic or forward rate at the specified fixing month.
value(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Calculates the value, such as par spread.
value(ResolvedTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Calculates the value, such as par spread.
value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure
 
value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the reference to a value to display in this column.
value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value
An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value
The type of value adjustment.
ValueDerivatives - Class in com.opengamma.strata.basics.value
A value and its derivatives.
valueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the valueFailures property.
ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format
Formats a value into a string.
ValueFormatters - Class in com.opengamma.strata.report.framework.format
Provides standard formatters.
valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets the list of values associated with the specified key.
valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.RestructuringClause
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns the enum constant of this type with the specified name.
ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a path describing a value to be shown in a trade report.
valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
valuePointSensitivity(PriceIndexObservation) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
ValueRootType - Enum in com.opengamma.strata.report.framework.expression
Enumerates the possible value path roots.
values() - Static method in enum com.opengamma.strata.basics.BuySell
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.LongShort
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the values property.
values(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the values in the builder, replacing any existing values.
values() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.basics.PayReceive
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PutCall
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the values property.
values(Map<? extends MarketDataId<?>, MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the market data values in this builder, replacing the existing set.
values() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the values of this time-series.
values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.ShiftType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.RestructuringClause
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns an array containing the constants of this enum type, in the order they are declared.
ValuesArray - Class in com.opengamma.strata.calc.runner.function.result
A scenario result holding one double value for each scenario.
ValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for ValuesArray.
ValueSchedule - Class in com.opengamma.strata.basics.value
A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value
A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueStep.
ValueType - Class in com.opengamma.strata.market
The type of a value.
vega(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the vega of the foreign exchange vanilla option product.
VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a volatility - 'Volatility'.
volatility(ZonedDateTime, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the volatility at the specified date-time.
volatility(double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities
Calculates the volatility at the specified date-time.
volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the volatility at the specified date-time.
volatility(double, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the volatility at the specified date-time.
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
volatility() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta
The meta-property for the volatility property.
volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Calculates the volatility at a given time/strike/forward from the term structure.
volatility() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta
The meta-property for the volatility property.
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the volatility and associated sensitivities.
VolatilityAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fx
Combines information about a volatility and its sensitivities.
VolatilityAndBucketedSensitivities.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for VolatilityAndBucketedSensitivities.
volatilityAndSensitivities(double, double, double) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation
 
volatilityAndSensitivities(double, double, double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure
Calculates the volatility and the volatility sensitivity with respect to the volatility data points.
VolatilityIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs based on volatilities.
VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Creates an instance.
VolatilityIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products based on volatilities.
VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Creates an instance.
VolatilityIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades based on volatilities.
VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Creates an instance.
VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement based on volatilities.
VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Creates an instance.
VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement based on volatilities.
VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Creates an instance.
volatilityTerm() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta
The meta-property for the volatilityTerm property.

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the weekendDays property.
WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The weight of this observation.
weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the weight to apply to this fixing.
weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the weight property.
with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the value at the specified index changed.
with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with the value at the specified index changed.
withAttribute(SecurityAttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo
Returns a copy of this instance with attribute added.
withAttribute(TradeAttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo
Returns a copy of this instance with attribute added.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the specified sensitivity currency set.
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified currency applied to the sensitivities in this builder.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Returns an instance with the specified sensitivity currency.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Returns a new instance with a different curve.
withCurveDefinitions(List<NodalCurveDefinition>) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a copy of this object containing the specified curve definitions.
withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a copy of this node with the specified date.
withDefaultRules(CalculationRules) - Method in class com.opengamma.strata.calc.Column
Returns a column whose rules are derived from the rules in this column composed with the default rules.
withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Returns a new instance with different discount factors.
withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the end date adjusted.
withInfo(Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Returns an instance where the specified additional information has been added.
withInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a copy of this definition with a different name.
withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node with no parameter metadata.
withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node, specifying the parameter metadata.
withParameterMetadata(List<CurveParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Returns an instance where the parameter metadata has been changed.
withParameterMetadata(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
withParameterMetadata(List<SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
withParameterMetadata(List<SurfaceParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Returns an instance where the parameter metadata has been changed.
withSensitivities(double, double, double, double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Returns an instance with the specified sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the new point sensitivity value.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the start date adjusted.
withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another value.
withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
withValue(double) - Method in interface com.opengamma.strata.market.option.Strike
Creates an new instance of the same strike type with value.
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified values.
withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface with the specified values.
wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a Result wrapping the result produced by the supplier.
wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report as an ASCII table.
writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out as an ASCII table.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report table in CSV format.
writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out in a CSV format.
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying, only quoting if needed.
writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying.
writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes CSV lines to the underlying.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAG' - Silver (troy ounce).
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAU' - Gold (troy ounce).
XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard cross-currency Ibor-Ibor swap conventions.
XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for XCcyIborIborSwapTemplate.
XmlElement - Class in com.opengamma.strata.collect.io
A single element in the tree structure of XML.
XmlFile - Class in com.opengamma.strata.collect.io
An XML file.
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPT' - Platinum (troy ounce).
xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the xValues property.
xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the xValues property.
xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the xValueType property.
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XXX' - No applicable currency.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the year fraction of the investment implied by the fixing date.
yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the yearFraction property.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the year fraction using the specified day count.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the year fraction within the specified period.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Calculates the year fraction within the specified period.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the yearFraction property.
yearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the yearMonth property.
YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Curve node metadata for a curve node with a specific year-month.
YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for YearMonthCurveNodeMetadata.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the yieldCurveInstruments property.
yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the yieldCurvePoints property.
yieldFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the yield of the fixed coupon bond product from dirty price.
yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the y-value for the specified x-value.
yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the sensitivity of the y-value with respect to the curve parameters.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the yValues property.
yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the yValues property.
yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the yValueType property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ZA' - South Africa.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ZAR' - South African Rand.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains a zero amount instance of CurrencyAmount for the specified currency.
ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a zero rate - 'ZeroRate'.
ZeroRateDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ZeroRateDiscountFactors.
ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ZeroRatePeriodicDiscountFactors.
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date.
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for ZeroRateSensitivity.
zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that combines two other streams, continuing until either stream ends.
zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that wraps a stream with the index.
zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the zone property.
zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time-zone, optional.
zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the z-spread of the bond from curves and clean price.
zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the z-spread of the fixed coupon bond from curves and dirty price.
zSpreadFromCurvesAndPV(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, CurrencyAmount, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the z-spread of the bond from curves and present value.
zValue() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
The meta-property for the zValue property.
zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValue(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified x-value and y-value.
zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified pair of x-value and y-value.
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValueParameterSensitivity(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of z-values, one for each point.
zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the zValues property.
zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the x-value type, providing meaning to the z-values of the curve.
zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the zValueType property.
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